Tire pressure sensors are a feature of the 2nd generation xB.
When you first turn the ignition key, all your warning lights come on for a few seconds. One of them is the low air pressure light. As with all those lights, if they come on when you turn the key it's an indication that they are working. In the case of tire pressure, the light will only come on during start-up and if your tire pressure actually IS low. Yet another reason to regularly scan your gauges and warning lights (even though they're way the hell off to the right and therefore unnecessarily hard to find while driving).
I'm not sure what "rims" are, but I bought aftermarket wheels for my 08 xB because the fakey stock hubcaps were boring. I didn't like the extra-cost wheels offered by Scion, so I found a set at a local, reputable tire and wheel store. I asked about the potential problem regarding the tire pressure sensors on aftermarket wheels, especially if they had the necessary equipment and skill to do the job right. They said "Yes." And they were right. The system works fine.
And the new wheels really please my eyes.
Yodar