I ordered my Cooper with the MINI alarm system (optional, here in Italy), and when I got it I discovered that in place of the red light at the end of the windshield wipers lever as I expected, there was a small LED just on the left of the external mirrors adjustment switch. I asked my dealer, and he told me that some cars were fitted with this LED, others with the lamp (a LED too ?) on the windshield wipers lever.
Later, during a visit at the dealer's service, I asked to have the "windshield wipers lever indicator" mounted, and they installed it - under payment (I suppose they changed the lever and made some rewiring).
I think that if your car is equipped with the alarm system, there should be at least one type of indicator: anyway your dealer should be able to tell if your car has the alarm fitted (and if you paid for it !)
Hope this helps,
Maurizio
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2002 BRG Cooper w/ White Roof & Mirror Caps,
16" R83 Alloy Wheels, Dunlop Runflat.