Sounds to me that you have central locking on the car, but not remote locking and wish to add the alarm for the additional function of remote operation, am I right ?
Looking at the picture of the CDL unit in dadbif's link, I'd say it's a case of probing each wire in turn with a circuit tester or multi meter whilst operating the lock / unlock button on the door. So if you get a voltage / light when you press the lock button, that's where you need to tap into for the lock signal from the alarm. The same goes for the unlock signal when it's operated.
However, be aware that some CDL units can operate on an earth switching mode (Nissan ones for example) so looking for a positive signal won't work, and also some aftermarket alarms aren't compatible though some can be changed to earth switching mode by means of jumper cables or dip switches.
Like I've advised earlier, if you're not sure, get it looked at by a professional.
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