This is a microwave sensor that pushes a radio signal in all directions in the shape of a bubble. When something comes into the bubble and moves, the reflection of the signal back on the unit changes and triggers the sensor. depending on the size and speed of the object it either sends to the warn away or full trigger output.

The advantage is that someone who is just looking into your windows can be warned that the car knows they are there even if they dont make any vibrations. Since a shock sensor relies entirely on vibration to sense intrusion, your window will already be broken before it goes off.

Another advantage of a microwave sensor is that they are immune to noise so when someone with a loud exhaust or annoying stereo system goes rumbling by, your alarm will not false trigger.
This lets you put your own voice into the alarm and/or to have the alarm say things like "Alarm armed" "doors locked" "trunk open" and "Help vehicle violation!" yeah seriously, it says that.
The window automation is by far my favorite toy - it rolls your windows up and down by remote. It automatically rolls the windows up when you arm the alarm.

It also will roll your windows up when you remote start the engine And if equipped with a rain sensor, will roll the windows up if they are down and it starts raining.

Just a cool light that glows when the alarm is armed
Most garage door openers use a simple fixed binary signal to open the garage. That signal can be intercepted by any number of devices(an AM/FM radio with simple mods can pick it up) and then be used to reproduce the signal and open your garage unauthorized.

Most modern car alarm remotes use something called code hopping which randomly rotates the encryption hash used to send signals to the brain. This part ties your alarm remote into your garage door opener so that you can take advantage of the code hopping feature.

This is the only part I haven't installed, it looks really fun and useful.