Hey, welcome to the club
Remote central locking wasnt a standard feature of the UK spec BA, though it may possibly have been an optional extra.
The security light on the dash you refer to relates to the factory fitted immobiliser. The transponder chip is built into the black part of the key.
There's a big white plastic box in the engine bay which is connected to the airbox via a black pipe - this is called the resonator box. Removing this allows better air flow and frees up a bit of power. You can do this by removing the passenger side front wheel, undoing some of the wheel arch lining by removing the clips, and you should see the offending item. Undo a couple of bolts that hold it in place and then maybe thing about a cold air feed to the slot in the undertray
