Yep the drag should click....... depending on the vintage and size of reel either 2 or 4 times a revolution.
It's not realy the drag but the anti reverse.
depending on the reel this will be either the lever that sticks out the front of the reel back or a little nipple type knob on the back.
ther should be two " switches" one for the ratchet and one for the anti reverse.
the drag is in play all the time adjusted by ther star or lever depending on model.
Personaly I fish with the anti reverse off and kick it in with the lever ( i like the lever version) when needed.
you should be able to down load either a manula or parts break down of the alvey site.
go on the site any way and request a catalogue.... it has lots of good stuff in it too.......if you ask nice they might even send you a dvd......that is good for the alvey beginner.
Don't be worried about the other blokes lookin at you....... either thay are jelous because they baught a cheaper model or they are egg beater users and dont know what a proper surf reel should sound like.
Thats a big lump of reel to have in you hands too........I'd get down the local footy field when there is no one arround & get some practise before you go out in public with it.
cheers and good luck with a proper surf reel.
cheers