According to this list of possible commands with SVC setting an alarm with SVC is not possible yet: https://support.sonos.com/pl-pl/article/list-of-voice-requests-for-sonos-voice-control

No I,mean an audio notification from the speaker has register me saying ‘hey Sonos’.

I’m confused, I fear. Your first post reads to me as if you want to be able to set an alarm using Sonos Voice Control, but rather than playing music, you want a Sonos Chime (the default action when Sonos can’t reach the music that was programmed to be played).

Your second post I read as the fact that you want a sound of confirmation when you say “Hey, Sonos” so you know that the Sonos system has heard you.

Am I misunderstanding?

Sorry, yes you are correct I didn’t express myself correctly the first time. 
 

I just want a little chime when I say ‘hey Sonos’, for acknowledgment that the speaker is ready to listen to my commands. 

There is no setting to activate a chime, however, the device’s status light will light up on hearing the wake command, so you can look out for that.