I looked into this when I installed an aftermarket alarm
The original door actuators, if you open up the door, has wires going to the lock mechanism. If you apply some power to these wires, it does indeed have an actuator
However, I'm not sure if you're able to just add a relay to these wires and hook up the alarm. You can try and see
If you source your own door actuator off ebay or something and add a relay for those too and just have it open/close the locks manually, you'd have a sure way of hooking up the keyless entry, however if you want to tinker a bit with the stock actuators, there's a definite possibility they will work also.
The later years actuator and earlier (whether a keyless option was offered or not) are the same when I compared a 93 to a 96. Even the wiring is in the car, just not the receiver box for the keyless entry
96 Mx6 LSDE R.I.P
93 Mx6 LSZE
94 Miata 1.8T