Once you've detected that a drowsy state has been entered, you can play a sound file on the computer with the sound() or soundsc() function.
If you want to play it on some external alarm, then you can have your computer send signals to other devices via the USB port (such as to a Measurement Computing Corporation device), or to an Arduino, Beagle board, or Raspberry Pi device. You can search the forum for those devices if you want sample code.
