Well, actually, you don't need to do anything (except wonder how such a quiet alarm was supposed to alarm anyone at all).
Hint 2
If you go do something else and come back, go down into the hold and the secret room, where you'll discover some evidence that someone else has been there. That must have been what set off the alarm.
Hint 3
Other than that, there's nothing to do about the alarm, so you can ignore it.
Buy me a coffee