The Fault output on the EM806 (i guess that's what you mean by the Alarm output) is a floating optoisolated transistor. You could do it two ways:

1. Flt+ to PIC Vcc, Flt- to the input pin and a 1k resistor from input to PIC ground. Input will go low on fault; or

2. Flt+ to PIC input, Flt- to PIC ground, 4k7 resistor from PIC Input to PIC VCC. Input goes high on fault.