Here are a couple generalities. Unless you can give us the name of the device, no one can give you specifics, but if you could tell us the name, you wouldn't have needed to post here.
Any device like you are asking about needs a clear path to an external antenna. The metal car body would block that path so it would be located high in the area under the dash. The easiest way to access this location would be to remove the glove box.
You probably have an airbag in this location so it gets tricky. It could be located behind the airbag, taped to the underside of the dash cover.
It also needs power so there would be some loose wiring. Most wiring is bundles and terminates in a connector of some type. The airbag wiring should be inside a yellow jacket. You would be looking for a single wire, maybe two individual wires just draped over the top of the HVAC system. They could be hard to find.
You mention beeping so the power could come from a wire tapped off the blower motor. The device would have to have a battery as you don't always supply power to the blower motor. The beeping could be the device signaling that the battery is low.
If you have a FOB, the device might just be the FOB receiver in the car.