Assuming that the courtesy light has a permanent live feed and is switched on by the door switch completing the earth return, connect that earth return wire to one terminal of the buzzer. Then find the feed from the headlamp switch to the dipswitch and connect it to the other buzzer terminal. Then, if the headlamps (either dipped or main beam) are switched on and the driver's door is opened at the same time the buzzer will sound. Make sure that the buzzer body is not earthed.
There may be a chance that backfeeds from the interior light supply (doors closed) may go in reverse through the buzzer and the headlights to battery negative. I suggest that a diode be connected in series with the buzzer so that current can only flow from the headlight circuit to the interior light circuit, and not in reverse.
I had a look at the Jaycar one. It has several options you can set - pos or neg switched interior lights and headlamps. And if the ignition is on or not for it to operate. Also times out if you ignore it. Intermittent bleep rather than a continuous one. I wondered why it was so relatively expensive. But it is complete with case. They're well made kits with easy to follow instructions, and should do what you want on near any vehicle that doesn't use fancy multiplexed wiring.
Maplin used to do similar, but not anymore. IIRC, it was made by Vellerman so someone may still sell it.
One easy way, if the car has a 'door open' dash light is to connect a piezo buzzer to this as 0V plus any panel light's 12V - or the other way round if that doesn't work. I'm sure that's how I did it.
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