They probably disabled the alarm but a lot of police stations are no longer manned 24 hours so it's entirely possible nobody would have heard the alarm anyway.
EDIT: Checking google maps it's in the middle of town and they have their own car park they could have used ..... https://www.google.co.uk/maps/place/Shenton+Ln,+Market+Bosworth,+Nuneaton+CV13+0LA/@52.6234412,-1.4010481,199m/data=!3m1!1e3!4m5!3m4!1s0x4877574457d55f65:0x9e08a501b9322665!8m2!3d52.622893!4d-1.4017323