The first orange and white with a fuse connect up to the central locking system depending on what type of central system you have.
I thought the alarm was already connected to the central locking system?
If you do need the diagram for how to connect this up, then I have that diagram I can scan for you.
About the alarm triggering after 2m, refer to a few posts above where I have addressed this.
I will get back to you soon about the relay as I need to find out whether the relay trigger grounds or goes high. I am pretty sure that it grounds but I shall check soon.
BTW, Jaycar does sell a lot of junk but the car alarms, speakers, subs and amps are quite good quality. I have installed quite a few steelmate and shadow brand alarms and I would only use this brand. The chances are that you alarm isn't connected properly.