I've got the tyre pressure warning system too, making me paranoid now! Guess the only way to test it is to set it and then let tyres down one at a time - bit of a fag though. Suppose could just leave it in a few undesirbale parts of the country for a few days, but then the whole tyre would be misssing rather than let down!
I think from memory the manual says it will warn you if the tyres drop a significant level from the reference point you set - problem is what is 'significant'? I would hope perhaps a drop of 10lb not from 35lb to 2lb, bit late by then!
Mine has additional security apart from the alarm - the fuel filler flap won't open automatically so the hoodrats would be stumped when it ran out of petrol. It also leaks oil thereby leaving a trace for the Police to follow, a new form of tracker if u like, a by product of Audi's legendary quality. Also if they turn on the 'follow me home lights', the dash buttons all flicker, with a bit of luck they'd think they were in a disco and stay put until the Police arrived - don't you love Audi quality. NOT impressed.