Have a 2001 S80 2.9 when I put car in gear the door locks do not lock and I get no alarm sound when I lock the doors with the key pad

 

My guess is the car is just like this... I dont think its specific to your model so dont stress out too much

theres a little button on the drivers door, press it and magic... all the doors lock...

also, some cars leave you the option of if you want your doors open or not, so you can choose it for yourself... it will not lock itself once you change gear.. A pretty useless feature if you ask me..

regarding the sound, same deal, some cars dont choose to put sound on this, and righfully so if you ask me.. you can hear the locks themlself lock so why do you need to hear an annoying beep?