Never could figure how this works. Something about breaking the beam?

As soon as you put it on its starts sounding.Maybe something is broke?
You can not set it up, because it starts blaring. See pictures

That is a magnetic switch (the smaller section is usually the magnet) and it will sound when the two pieces are separated from each other. Not of any use as a driveway alarm. Used on doors and windows mostly, as the door or window is opened (one section mounted on the moveable door or window-- and the other affixed to the frame-- the two sections separate and the alarm sounds.
This is a definition from Wik:
"The reed switch is an electrical switch operated by an applied magnetic field. It was invented at Bell Telephone Laboratories in 1936 by W. B. Ellwood. It consists of a pair of contacts on ferrous metal reeds in a hermetically sealed glass envelope. The contacts may be normally open, closing when a magnetic field is present, or normally closed and opening when a magnetic field is applied. The switch may be actuated by a coil, making a reed relay,[1] or by bringing a magnet near to the switch. Once the magnet is pulled away from the switch, the reed switch will go back to its original position.

An example of a reed switch's application is to detect the opening of a door, when used as a proximity switch for a burglar alarm. "

You can do a search for driveway alarms if that is what you need.

When you put the two pieces together,the smaller one does have magnets .Either way
It starts rings as soon as the switch is on. Maybe it has to go on the window frame to work.
In my hand the two pieces do not work?

Never mind I got it. I see how they work now. Thanks

You could actually use 2 magnets placed at 2 locations on a window. 1 Magnet for closed and 1 magnet at maybe with the window 3" up for air flow.
As long as the window is closed or at 3" sounder will remain silent.

Don't know if this is what you want for a Driveway, you would need to tie a string around the magnet, and have string across driveway. You would have to reset each time. Will see if I can find something a little different.

Here's one:
The Original Driveway Alert® | Driveway Alert (http://www.drivewayalert.com/?gclid=CN7o4br15LICFQTnnAodiTgAqA)

Here's another:
http://www.optexamerica.com/productpage.aspx?l1=2&l2=6&id=38

Thanks looks great