I want to create a plug-in that automatically displays an alarm window when an alarm event occurs in MIPSDK.

There is no exact sample as you described but let us suggest two samples. Please explore following samples and you can sort of combine them into your plugin.

Alarm and Event Viewer

https://doc.developer.milestonesys.com/html/index.html?base=samples/componentsamples/alarmeventviewer/readme.html&tree=tree_2.html

Smart Client Dynamic View -

https://doc.developer.milestonesys.com/html/index.html?base=samples/pluginsamples/dynamicview/readme.html&tree=tree_1.html

NOTE - Alarm and Event Viewer is a standalone sample, but you will see how to monitor alarms/events.

I know how to monitor alarm events.

Not sure how to run the alarm window?

I wonder if what you ask is as simple as to switch to the Alarm Manager workspace (tab). If this is what you seek you can see how to do so in the Smart Client View and Window Tool sample (on the workspace tab).

https://doc.developer.milestonesys.com/html/index.html?base=samples/pluginsamples/scviewandwindow/readme.html&tree=tree_1.html

If this answer does not fit please elaborate on what you have envisioned, if possible maybe include a picture to illustrate.