Please explain a bit further.

Reporting an issue with "it does not work" is not explicit enough for us to understand.
Moreover, there is no object called "alarm" in ProjeQtOr 🙁

So explain your use case step by step.
=> menu you go to
=> actions you do
=> message or unexpected behavior

Sorry, didn't check language xls before.

Ok, changed language to English.

Top Menu - all menus - alerts (between mails sent and messages)

Left Menu - tools - alerts

I see several warnings but, I can't delete them (delete grayed out, not active). Closing etc also not possible.

It is because these are traces of the alerts that have been generated.
So you vcannot create or delete items here.

You can delete these traces in the administration screen to purge traces.

hmm ...

I have already been there. No purge visible ...

ok, found it ...

It's a long way to go sometimes.