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I don't have a picture but I have heard that they are mounted under the dash, to the right and above your right leg if sitting in the drivers seat; that is, straight back behind the in-dash cubby hole. It should have something written on it like "anti-theft" if you have it. If you see a light blue box mounted there, thats not it, thats your airbag control module; I believe the stock keyless was mounted somewhere behind it. Also, I believe if you already have it then your cluster will show a blinking yellow THEFT light after you get out and lock the doors.
On my 97 F-250, the dome/courtesy lights go through the module also. I'm thinking the horn does also. I don't believe my truck has the theft alarm as it's not mentioned at all in the manual and there is no bulb in the theft section of my cluster.
Rezvani's Latest Post-Apocalyptic Monster Is a Ford F-150 Raptor Underneath
Slideshow: Called the Fortress, the 850-horsepower pickup combines Raptor underpinnings with military-inspired features, survival equipment, and a starting price of $285,000.