alarm light and head light problems

I have a '97 Jetta, Trek edition ( i don't really know what that means though so if you could help me out wth that too...i'm just learning about VW's) 2.0 5spd

my alarm light doesn't flash when i hear my horn beep when i think i'm turning on my alarm. I've never set it off so i'm not sure it really does work, although i haven't really tried to set it off. As far as I know it works.

also, when my key is in my ignition or i open my doors and my lights are on, nothing chimes or beeps like any other normal car. Do they automatically turn off after a few minutes anyways? I know i have day time running lights, but i'm not sure about them just turning off. I've only had a the car a few weeks and just ordered a manual for it. I hope someone can offer some good advice on my new toy!

Trek edition means the original owner got a bike with the car. Other than that it's the 2.0L with a pretty badge... there are a few other differences, but they are fairly small.

actually, the people i got it from changed it alot from its original and it has a cute little badgeless grill..which i think is pretty freaking hott! what do you mean its fairly small? smaller than a normal jetta?

Yes they made miniature items, didn't you notice the steering wheel is only 2 inches across? Just kidding... the differences between the jetta trek and the jetta 2.0 are subtle. There isn't a massive supercharger, they didn't put a 6 inch lift and mud tires on it, they didn't make it run on bubblegum. The biggest difference is that the original owner, when he/she brought the car home from the dealership, brought it home with a roof rack and a "Trek" mountain bike. Trek is the name brand for a bike, like huffy or cannondale, and the several hundred dollar mountain bike was used as a sales promotion to sell the car.

so any advice on my problems...now that we've both established that i have an adorable little car :) Can a light be blown where the flashing light is on my door...that's random i think...what if someone tries to steal it and there's no alarm...although who would purposely steal a '97 jetta....