its more like this..when you park ur car , remove car keys then press arm button..most alarms won't arm itself after you've taken off the key from the ignition. thats why you need to arm it.

IMO about one time programming..they only pre-program the alarm module during installation..in most alarms today you don't need to press something to activate the auto start feature. just press the arm button like you always do and you can activate the start feature anytime you like..

about the " before you turn off your engine, you have to press something in your alarm then when you remove your key the engine will still be running until you close all doors"
case

--this is an optional feature for turbocharged vehicles A.K.A "turbo timer" wherein you program the alarm to keep the engine running even if the key on the ignition is removed. it will keep on running for 5 minutes or so depending on how long you pre-program it.
just press the arm button like you always do and the alarm will be the one who will turn the engine off for you. HTH