If you need to trigger a siren, strobe, or other device using a relay, you'll need to provide a power supply with enough capacity to run the siren and ensure you have a relay rated with sufficient capacity.   The relay may be built into some other electronic device like an intercom system or driveway alarm for example.  Check the specs on the siren - it will typically be rated 12VDC and some amount of "amps" or "milliamps".  Typically a siren will be in the range of 500mA to 1.2 Amps.   The power supply will need to have the same voltage, and the Amps rating of the power supply should be greater than the need of the siren.  For example to power a 800mA siren you'll need a 1A power supply.  For a 1.2A siren you'll want a 2A power supply.  Always choose a supply larger than the maximum power draw of the siren or device you are powering.

If you are using more than one siren, connect additional siren(s) in parallel to the first connection.  In this case you also need to use a power supply with a larger AMPS rating but same 12VDC voltage.  If you have 3 x 1A sirens you'll want a power supply rated greater than the sum, which is 3A.  These are most often found as 12VDC 5A power supplies.

In the case of two sirens it would look something like this.  The idea is that the normally open connection goes to the positive (+) connection on both sirens, and the negative power supply connection goes to both negative (-) connections on the siren.

Note: An inductive load like a door strike will likely need some sort of 'snubber' connected to protect the relay contacts from welding themselves shut from the arcs/sparks that may happen when a relay switches an inductive load.