Simple security Alarm incorrect schematic diagram
"Doesn't work" isn't a good description of a fault so you should really describe what does happen.
As you have drawn it there are a couple of potential problems.


With the switch open the SCR will be triggered as soon as your simulation starts.
You have no way to reset the circuit.


Try replacing your switch with a normally-closed version. This will hold the gate at ground during power-up and prevent the buzzer from sounding. Add another normally closed pushbutton on the battery positive line. This will be your reset button. (The SCR latches on until the current through it is reduced below the hold-on value.)

Number your components R1, SW1, SW2, etc., and show the buzzer resistance or current so that we can calculate if it will pass enough current for the SCR to hold-on.