Read Armsty's switch trigger tute in the Editors Depot. And/Or get the Tutorial Mission and look at it in the Mission Editor - there is a radio call for backup, in that case a chopper, but you can easily convert to an automatic call for more infantry loons.
There is an alarm sound in Effects in a Trigger. I use multiple triggers and variables to switch the siren on and off, if it's on all the time the sound gets very annoying.