Hi Natalia. I am not familiar with the PTE test, but I can offer possible answers to what I believe are your questions.

About the instructions not being provided on the test day, that seems strange to me. It's standard that any well-recognized and well-respected testing system provide explicit instructions to the candidate on the test day. In my experience, it's also standard to provide instructions for each section before the student starts the section. This is important so that test providers can be sure they've given the student the best chance for success on the test. It also frees helps to release them from responsibility in cases where a student's poor mark has arisen out of ambiguity in the instructions. 

To your question about why some parts of the test have a tone to indicate the beginning and why others don't, this is a valid question. It is appropriate to expect that the test follows a consistent format throughout. It is also conceivable that, in the absence of clear instructions, without the tone you may be unaware that the section has started and may lose valuable recording/preparation time.

The only way to get the answers to your questions is to pose them to the administrators yourself. You might uncover some misunderstanding on your part or you might in fact reveal a glaring oversight on the provider's part.