Is it 10 a.m. on the first Tuesday of the month? If so, it is just a test, there is nothing to worry about. Today is a great day to try out your emergency / disaster drill.
What was the weather like outside the last time you looked? Is it possible that the weather is creating a tornado? Tornado warnings are the most common reason for the Emergency Alert Siren to be activated.
Turn your AM radio to a local station. They will be providing information to the community on why the Emergency Alert Siren has been activated.
Do not call 911 for information. The police / fire dispatch is busy handling with the emergency. Your phone call for information is stopping somebody else from getting the emergency help they need.
For tornado warnings or any other reason the Emergency Warning Siren would be activated for severe weather, go to a central part of your home that is structurally sound. Stay away from glass or potentially falling objects.