It should pair immediately as an Aeotec siren and then there is also a community created custom device type handler which a number of people are using:
If it’s not pairing at all, the most likely thing is that it thinks it belongs to a different network. This can happen even with a brand-new device, because it may have been paired with the test network at the factory.
The usual first step with Z wave device is to make sure that it is in fact on the exact same frequency as the hub that you have. For example, if the siren was manufactured to run on the US or Chinese Z wave frequency, it would not be able to pair to a UK frequency SmartThings hub. I assume you’ve already done that. That’s usually just the model number.
The next step is to do a “general exclude”. Any certified Z wave controller, including SmartThings, can issue this instruction and then there should be a button or something that you push on the device and the device will then clear its old network information. At that point it will be ready to pair to a new network, so you just do the regular pairing process.
There should be instructions for what you have to do with the device during exclusion in the user manual.
Here are the instructions for issuing the exclusion command:
https://support.smartthings.com/hc/en-us/articles/200878314-How-to-exclude-Z-Wave-devices