Arming the alarm

Press the Lock button on the remote key. One long flash of the turn signals will confirm that the alarm is armed.
Alarm confirmation settings can be changed in MY CAR, under Car settings - Lock settings - Keyless entry. See page 133 for a description of the menu system.
USA FCC ID: MAYDA 5823(3)
This device complies with part 15 of the FCC rules. Operation is subject to the following conditions: (1) This device may not cause harmful interference, and (2) this device must accept any interference received, including interference that may cause undesired operation.
Canada IC: 4405A-DA 5823(3)
Movement sensor DA5823 by Dynex Operation is subject to the following conditions: (1) this device may not cause interference, and (2) this device must accept any interference, including interference that may cause undesired operation of the device.
Test yourself
A quick Volvo XC60 quiz: every answer comes with an explanation and a link to the manual page.