I have an '08 and it is probably the same. Look or feel the bottom of your trunk. There are 3 levers. The large center one opens the trunk. The one on the left opens the left saddlebag and right lever opens the right bag. I coundn't figure it out when I got ready to drive away from the dealer and was embarrassed that I had to go back in and ask. On mine the remote will not lock the bags or trunk if one of them is ajar. If one is ajar it shows up on the dash when the ignition is turned on.
Red Ron is right about the bags. The remote just opens the trunk and the levers open the left and right bags. Red Ron is wrong about being embarrassed about going back to ask how to open them. The dealer should have been embarrassed not having properly going over the bike with the customer.