I solved the problem with the circuit. I simply forgot to place a single wire that powers the coil. After this I was ready to solder the complete circuit on the Adafruit perfboard. I started with the noise making part of the circuit and tested it. Then I continued with the sensor and the relay part. It's strangely exciting to power the board for the first time and hope it works fine. In my case it did so no frustrating fault tracing although one can learn a lot from this. I'm happy with the result but I now need some components before I'm able to finish experiment 15. This experiment includes placing the soldered board in a project box and add some user control to the intrusion alarm.
Completed circuit on the perfboard.
Overview of the perfboard, magnetic sensor and loudspeaker.