From a random code alarm manual, since you didn’t specify which one you have:
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Make sure the security system is disarmed and the ignition is off.
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Without starting the vehicle, turn the ignition ON, OFF, then ON, at 1/2-second intervals.
After two (2) seconds, the status indicator will begin flashing for Code Entry. Follow the Code Entry Procedure. If the correct code is entered, the siren will chirp twice, indicating entry into the Transmitter Programming Mode.
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Wait 5 seconds. Press the ARM button on the remote transmitter to be programmed. The siren will chirp once, indicating that the system has “learned” that transmitter.
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Repeat step 3 for any additional remote transmitters.
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Exit the Transmitter Programming Mode by turning the vehicle ignition on, then off. Test all remote transmitters to ensure that they work properly.