Alarm

I'd have thought alarms were fitted as standard by then, along with central locking and that sort of thing, but, according to Thatcham, category 1 alarms were fitted to the RAV4 XT4 and XT5 models (only) between Oct '03 – Feb '06 and to all RAV4 models from Mar 2006 onwards. So the exact answer will depend on the production date of your car ...

Here's a link to How Car Alarms Work. You don't say how you set the alarm off (?) but among other sensors there is generally a pressure / movement sensor that will detect when someone breaks a window or someone or something moves inside a locked and alarmed car. There is usually a little flashing light somewhere on the dash to indicate that the interior sensor is active and often a switch somewhere to optionally disable that sensor ...