Also, the factory alarm just uses the factory horns when activated. If you have an accessory horn, then perhaps an aftermarket alarm had been installed at one time...
Most alarm installers locate the alarm "brain" somewhere inside the dash, usually underneath the driver's side cockpit. The "brain" may still be active (as the relay "click" can still be heard).
Some installers do mount the alarm computer in the engine compartment, but I think that's rare, since most manufacturers don't design them to withstand the heat and moisture that they would be subject to in that location.
Typically, aftermarket installs use black convoluted tubing to protect the wiring harness, so that would be a clue as to where stuff is located...
2009 ML350 (84K) - Family vehicle
2001 CLK430 Cabriolet (71K) - Wife's car
2005 BMW 645CI (124K) - My daily driver
2012 Mustang V6 (60K) - Daughter's car