You will need to do a little research on your system. Alarm systems have generally 2 different types of outputs, either a voltage output or an integral siren driver. Some may have a voltage output that is connected to an additional piece of hardware called a siren driver.
In this case, you will need to determine which kind of output your panel presently has. Either use of a DMM to check the panel's output upon an alarm violation or removal of the siren/speaker leads from the panel and a brief "tap" on a battery to determine if you have a speaker (click sound) or a siren (siren yelp sound). Polarity isn't important for the "tap" test, nor will it damage your speaker/siren if done briefly.
If you have a speaker:
You will need to know the load (ohm) already on the panel and connect your additional unit in a manner which should be dictated by the panel's install manual, as well as Ohm's law for total impedance (resistance) load.
If you have a siren:
You will need to pay attention to the power load which is dictated by your panel's bell output, and most likely (depending on manufacturer) the aux. power draw. Your manufacturer's install manual will dictate an acceptable load based on these two items. If you are exceeding the panel's rated output for an extended period of time, damage to the control panel can result.
If you're exceeding the panel's rating:
You will need to purchase some more hardware, which consists of a high current relay capable of being triggered by your panel's 12VDC output, a separate backup battery and charger setup for powering the sirens in the event of a power outage.
Also, pay attention to certain facts and truths about audible alarms and peripherals:
Generally, a bell will draw a lot of current over a siren. A siren can draw a lot or a little current depending on design. Piezo based units generally draw less current compared to traditional sirens. A strobe will draw a lot of current upon startup and each pulse cycle as it "charges". Separate siren drivers sometimes draw different currents based on the load imposed on them, as well as some units have settings to limit their draw. Other drivers can easily overload a panel's bell output if they have too much or too little of a load connected.
Installing additional audible/visual hardware can be done, but there's going to be a certain amount of homework involved prior to proceeding, otherwise panel damage or reduced panel standby times can be experienced.
If you are in doubt, contact a professional before proceeding.