Most vehicles come with a factory keyless entry system which includes two factory keyless entry remotes. Most of the time, the factory system is only for keyless entry and does not include alarm or remote start.
There is something called an aftermarket add-on which will add selected features to your factory keyless entry system and it will function using your factory keyless remote. The most common aftermarket add-on systems are for alarm or remote start. There are also window roll-down and trunk pop capabilities on some add-on systems.
The following video is a demonstration from one alarm shop of an add-on alarm system they put into a vehicle. Note that not all add-on alarm systems work exaclty this way. The system they installed does function this way but there are other systems made by many different manufacturers including DEI, Omega, and Crimestopper, among others.