First of all, welcome!
I want to caution you at first - while this may seem like no big deal since you’re only dealing with 9 volts, keep in mind that low voltage does not equal low hazard. If you are not careful, you risk damaging your power supply, alarm, or yourself. Take things slowly and do not rush. I should also mention that any information mentioned here is for setting up and running a demonstration circuit ONLY, and cannot and should not be relied on to “save lives”. This is a community largely of hobbyists, and none of this is by any means “Fire Protection Engineering 101”.
You want to wire a horn-strobe to a pull station. I suggest reading this topic first for some info. The photos are broken because it was written a long time ago, but the theory should help.
First, I’d like to get to know your familiarity with electronics. How are you at reading schematics, and are you familiar with series and parallel circuits? This will inform some of my next steps here.
If you’re familiar with how schematics work, this diagram should help you just fine. Wire the positive end of your power supply to one terminal of your pull station. If it’s a conventional pull station, the polarity should not matter. Then, wire the other terminal of the pull station to the positive terminal of your AS. Your negative lead from your power supply should go straight to the negative terminal of your AS.
This is called wiring in series. Remember that a pull station acts as a simple switch, and pulling it completes the circuit and allows electrons to flow into the alarm. Resetting the pull station breaks the connection and disallows the flow of electrons.
The way you have things wired now, I cannot tell what is wired to what, so I strongly caution AGAINST plugging anything into the wall.