The alarm is armed with the first press of the lock button or with a touch on the door panel. From the manual:
Arming the Alarm
The alarm is ready to arm when there is not a key in your vehicle. Electronically lock your vehicle to arm the alarm.
So basically anything other than using...
My Focus ST and Explorer have turn signals in the side mirrors. I always watch for those to flash when I lock the car to be sure its locked. I will miss that when I get the Mustang.