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Here: We loop through all the frequencies at an increment of 200. This produces a musical effect over a few seconds when executed.
C# program that uses Console.Beep method
using System;
class Program
{
    static void Main()
    {
        // The official music of The Dev Codes.
        for (int i = 37; i <= 32767; i += 200)
        {
            Console.Beep(i, 100);
        }
    }
}
Note: The Console.Beep method is not supported on some versions of 64-bit Windows. Thanks to Max for writing in with this information.
Then: It waits sixty seconds using Thread.Sleep for each minute, and writes some characters to the screen. Finally it beeps ten times.
int.ParseThread.SleepC# program that implements alarm
using System;
using System.Threading;
class Program
{
    static void Main()
    {
        // Ask for minutes.
        Console.ForegroundColor = ConsoleColor.White;
        Console.WriteLine("Minutes?");
        string minutes = Console.ReadLine();
        int mins = int.Parse(minutes);
        for (int i = 0; i < mins; i++)
        {
            // Sixty seconds is one minute.
            Thread.Sleep(1000 * 60);
            // Write line.
            Console.WriteLine(new string('X', 30));
        }
        // Beep ten times.
        for (int i = 0; i < 10; i++)
        {
            Console.Beep();
        }
        Console.WriteLine("[Done]");
        Console.Read();
    }
}