alarm ECU is fitted behind and to the right of the main fuse box in a 200 discovery (look for a black box mounted to side of vehicle)
AFAIK there was no factory fitted immobiliser to the 200 series only an alarm, it sounds like either your alarm has been left in an armed state or the ECU has not been programmed to the remotes. the reprogramming procedure is a little involved but is certainly do-able (requires 2 people though!)
it could be that the central locking fuse has blown of course.