Sit in the front seat, lock all the doors, then open the door without hitting the unlock button. The door opens even though it's locked. If you do this with the perimeter alarm on it will set off the alarm. Happens all the time when you lock the kids in the car outside a store and they decide to come inside later.
If you're outside the vehicle, you can reach inside the vehicle through an open window or break the window and use the manual unlock button (or just use the door handle as evidenced above) OR they could use a tool to manually force the lock open (a flat bar e.g.).
Similarly the hood or trunk could be forced open by cutting or using a pry bar.