How exactly is the prox alarm supposed to work? What sound is it supposed to give of, does it do anything else?

I'm asking tihs becouse trying to use it, I dont get it. I dont get any alarms at all, I briefly see some red meter filling up down at the minimap, but I assumed it would also give off a sound as well , since glancing down at the minimap all the time is a good way to get shot in the face