The sensors are fitted in the rear bumper which you should easily identify as 4 round patches unfortunately I don't have any Pic's
The unit/buzzer is installed in the boot in the left or right rear panels which you should be able to locate via the noise.
Your heater control problem is a common fault, Have a read through the links below they might be of help to you
Renault - Scenic II - Heater Fan *fixed*
Scenic II - Access to resistor pack?
Renault Scenic II - Access the resistor pack in 5 mins.
Do you get a warranty with the car ?