Woo, I picked up my car today....I am so lovin it!

I am kinda confused as to how the security system works. Once you lock the doors and that light blinks on the dash, it's enabled. The manual says that if the door is opened without using the key or remote transmitter, then the alarm sounds. So I was thinking, there is no other way of opening the door besides power/remote/key unlock. All thats left is pulling the lock up by hand....they are going to rely on that alone to set it off? Does it rely on window/impact sensors? Is there a way to test out the alarm? (without breaking anything :fawk: )