Haha, good point I forgot about the speed, though mine work at low speed whilst turning into streets. A dark lane would be best as you can definitely see when the light up.
Turning the steering wheel activates them. To check, have the engine running and lights on then turn the wheel left and right and have someone look to see the light activate.
It lives under the passenger side bonnet airbag, this thread has some info on where and how to remove it.
https://www.jaguarforum.com/threads/battery-backed-alarm-sounder-on-2009-xf.137906/#post-1508667
These are the ones I bought, David. All solid, fit perfectly and still look good today with no signs of rusting.
https://www.ebay.co.uk/itm/20x-ALLO...rentrq:731334ab16d0a4b7b67e7f6dff7a4b99|iid:1