I just had my X3 2.5 programmed yesterday, and the audible alert for locking and unlocking the doors (as i was told) is only available for models with the alarm installed. the dealer can programm your x3 to flash the parking lights (once for lock and twice for unlock) upon your request, but this is only a visual signal. Also, you can have your dealer active the red blinking light on the side if you don't have alarm, as somewhat of a silent alarm system. I asked to have the horn honk or something like that, but was told it wasn't possible without the alarm, which is a feature that I didn't purchase at the time of delivery.
Yes the garage door opener (I believe referred to as the integrated remote) is optional. The owners manual will have a special symbol next to items which are optional.