The horn is part of the anti-theft package on European models (the FOE on the wiring diagrams is the Euro designation, FNA is for North American models). See the attached diagrams.
The alarm is triggered by the Body Control Module. If you currently don't have an alarm function, it can easily be turned on in the BCM. There is another alarm horn with an integral battery under the hood (if equipped). None of these horns are on my US model TC. My alarm system uses the regular horn it appears.
anti theft horn.pdf
horn location.pdf