Several of the Harmonic Pattern Collection indicators have the ability to generate alerts and the option can be toggled on or off via the indicator menu. When an alert is generated the specified sound file (from the Settings dialog in the Alerts tab) will be played and the alert message will be posted to the standard Alert Manager dialog.
Sierra Chart provides a number of alert-related options and they have a section in their documentation dedicated to this topic. Please review the Study/Chart Alerts and Scanning section for more information.