The only output you can get from the BCS (to my knowledge) is 5v DC. With that said, you would have two options:
1. The method you have mentioned with a small amperage SSR and a 120v AC buzzer like you've shown. Automation direct also had a variety of these in continuous and pulse buzzers.
2. Go with a 24v DC buzzer (either Auber or automation direct) and use a DC-DC booster to get from 5v DC to 24v DV. This might be slightly cheaper but not by much.
As for how to control it within the BCS, there is no alarm output. What you'll likely need to do is have an "alarm" process. When your step reaches its exit condition, you could have it spawn the "alarm" process.
Then, you'll either need an intermediate step that kills the "alarm" process or you'll have to kill it manually (just like turning the alarm off through the GUI).