could be you not have alarm fitted although you should still have red LED flash on door panel even if no alarm..to know if alrm is fitted you should have extra option buttons in top centre of cabin interior lights..if it does not flash when locked with remote and you have tried the main door input connector it could well be connector to the led or the led is faulty.that would involve taking door card off..it may be possible to check the connector into door for correct voltages, although I have no knowledge of that or never needed to remove door card, am sure a search of forum will give you advice on removing door card or maybe even in the guides section..is everything else ok on car or be looking at your earth connections which can cause issues..or wait see if other members give more helpfull advice