Good news – this is possible by using an Amazon Skill from the Skills Store! I saw a few that looked like they would serve your purposes in the Amazon Skills store when I searched “Security Sounds“. However, I can’t vouch for any specific one, so I would suggest experimenting with a couple of different ones to see what works best for your situation.
Additionally, you could set a routine to run the Skill – for instance, a few minutes before you get home or at a set time. Read more about setting up routines to invoke Skills here.
Hope that helps!