Yes - Hood beat me to it.
I have looked at the cnc4pc site, and the C11, but I can't seem to access the technical files.
If you are using a powered breakout board, you would be better to contact cnc4pc, and ask them how to power the buzzer you have from their board - given that you can get the signal to an output pin. I see there are two solid state relay so they might suggest using one of those (if you haven't already used both)
As far as mach 3 is concerned, on the standard 25 pin LPT1 socket, 12 outputs are provided. You normally use 6 of these for the three axis, which leaves you 6 to go at. These can be allocated on Ports and Pins, as you probably know.
From a Gcode point of view, it would be clearly simpler to use an unused Gcode command to activate the output pin - hence I said coolant - there is M3 M4 which you probably also use, but as you say the mist output is available - you could use that. Allocate this to an unused pin and an M7 command with activate it. M9 would switch it off.
However, as Hood said, you can make up your own range of M*** commands in Mach 3 using Visual Basic script. They are not difficult to write and there is a tutorial video to watch which will show you how. Hood has given you the relevant line (probably the only line in your script) and as he has put it - turn on output 4. Allocate output 4 in your Ports and Pins to an unused output pin - and wire to your buzzer as instructed.
Including M100 (say) in your programs at the end before the M30 would turn on the output.
Although the GCode program would then finish, the output would remain on until cancelled.
To cancel it, add a button to your screen labelled Alarm Cancel or similar and add a script to the button which reads "DeActivateSignal(Output4)". If you clicked the button, this would turn off the signal.
We have given you a bit of food for thought - and you thought it was going to be a simple job
It is really, when you get down to it. The hardest bit will be fathoming out the cnc4pc board.