Hi
It will almost definately be the battery pack in the siren. Before that, just check that its not turned-off use the barrel key.
Assuming its not turned-off, you will need to take the siren apart.
Take it off the bracket that secures it to the wheel arch or bulk head.
Turn it over and remove the 2 screws which hold it together.
Remove the end with the depression - carefully as this is the speaker which should still be soldered to the circuit board.
Undo the plastic nut securing the cabe to the unit and free-off the cable grips.
Being careful, push the cable in to the unit to push the circuit board out. Observe the slots in the unit so that you know how to reassemble.
Look at the battery pack. Does it look dead/corroded? New one needed. If not, very carefully look at the circuit board to see if its damaged or wires have come unsoldered. These joints are delicate. Take remedial action as necessary.
Assuming its the battery pack you will need part number 544-0188 from RS Components - Google it- which is a total of 6volts 1Ah which need the wires from the circuit board soldering to it.