If you're a Complete Protect or Cam Protect user, you'll be able to record up to three of your own 10 second audio clips to use as a siren or alert. If you have a Basic Plan, you can not access any personalized audio recordings, but will default to the siren sound provided with the device.
To select different audio or record your own, open camera settings by tapping the name of the camera on your home screen, or by tapping the gear icon on the top right of the livestream screen. Then scroll down to "Camera Alarm Sound" and tap. Learn more here.