The SmartThings ADT hub has this feature built-in but only for the ADT/smartthings dual logo sensors. You get a choice of a number of different possible sounds, including a voice announcement, a chime, a warning beep, etc. The sound plays on the ADT panel itself. I believe this works even if the Internet is down as it is one of the ADT features but someone else would have to confirm that.
Otherwise, you can use echo and trigger a custom announcement on any specified echo devices that you have for any event that smartthings can recognize. This works with any smartthings hub. 
The only trick is that at the present time, you have to make it work by falling echo into thinking that a sensor opened. But that’s quite easy to do.
See the following community FAQ (this is a clickable link)
However, the echo option requires that you have an active connection to the Internet.