The normal warning is a 2 tone 'Hi - low - Hi - Low' siren like sound from the case mini-speaker, same one that goes 'Beep' when you start your computer.
Have a speaker in there? Is the wire connected?
Might want to have the warning a bit above the temp you run at, the constant wailing of the alarm would be aggravating.
You run at 60C so set alarm to 63C or 65C if you have those choices.
Set 'Shutdown' for about 70C.