Current consumption of a buzzer
In the datasheet I read 14 mA @ 12V, which is below the recommended current of a GPIO pin of 20 mA.

Note that 40 mA for a GPIO pin is the max current, recommended is 20 mA. But 14 mA is way less.

To see if it changes for 5V, try connect it without an MCU (directly to a 5 V adapter/USB/breadboard power) and measure the current using a multimeter. 

In case it uses more than 20 mA @ 5V, than use a transistor/mosfet to drive the buzzer.

In case you want to have the buzzer at full power, connect a VCC 5V power rail pin to a boost converter, which is controlled by a transistor/mosfet controlled by a GPIO pin.

Thus    

Arduino VCC 5V -&gt; Boos converter to 12 V -&gt; Transistor/Mosfet -&gt; Buzzer -&gt; GND
                                                 ^
                                           Arduino GPIO pin