how to generate an alarm in C#

I know much simpler way:

for (int index=0; index<repetitions; ++index)
{
    System.Console.Beep(800, 250);
    System.Console.Beep(970, 250);
    //frequency (first parameter) and timing (second parameter) may vary :-)
}

Notes:

You did not explain the profile of frequency modulation; this is one of the simplest variants.

You may want to run it in a separate thread — it will work.

You don't need to make you application a console application. This code will run in any application.

—SA