I created a project using the SMARTDAC+ GA10 easy settings. The alarm doesn’t make a sound, can you tell me how to set that up?

The alarm doesn't sound with version R3.03.01 or earlier.
You can update to the latest version, or do the following:
1) In Easy Setting mode, click the Details button to switch to detailed setting mode.
2) Display the Tag setting screen, then change Alarm Sound from None to Standard for alarms 1 through 4 of the relevant tag.