If you are talking about an aftermarket alarm, it could practically be anywhere in the car. Basic installs put it somewhere up above the steering column, behind the glove box, or near the fuse panel. If it is a good hidden install you are going to have a lot of fun digging it out. Mine for instance I hid behind the ac controls and it isn't easily accessed. I also integrated the wiring and loomed it like stock, so you can't just trace wires to find it. Makes it very hard for car jackers to find and disconnect.
You are going to have to do some digging and unless you hit a one in a billion shot that the person who installed it is part of this forum, you are going to have to get your hands dirty. There is literally a TON of places it could be if it is a good hidden install. There is a reason they don't just keep them out in the open.