There are ways of doing this on the greater web.
For example: http://www.velocityreviews.com/forums/t133988-how-can-i-create-a-beep-sound.html

Which says that you need to invoke java.awt.Toolkit.getDefaultToolkit().beep();;
See http://docs.oracle.com/javase/1.4.2/docs/api/java/awt/Toolkit.html#beep%28

Or use Minim...

No.
You don't need to import java.awt.Toolkit, doing so will give you an error.
And, apparently, the only way to call that method is by java.awt.Toolkit.getDefaultToolkit.beep();
You don't need any setup.

1. import java.awt.Toolkit;
2. void setup() {
     print("A");
     Toolkit.getDefaultToolkit().beep();
     delay(2000);
     print("B");
     Toolkit.getDefaultToolkit().beep();
     noLoop();
   }
3. void draw() {
   }
   

 

That is odd.
The error appears to be that delay() does not run in setup(); there has to be a certain amount of time between beeps. I don't know why.

The following code clearly demonstrates, however, that it does work:

1. import java.awt.Toolkit;
2. 
   
3. void setup() {}
4. 
   
5. void draw() {
6.   Toolkit.getDefaultToolkit().beep();
7.   println("beep");
8.   delay(1000);
9.  
10.   Toolkit.getDefaultToolkit().beep();
11.   println("beep");
12.   delay(1000);
13.  
14.   println("one draw loop");
15. }

1. // Learning Processing
   // Daniel Shiffman
   // http://www.learningprocessing.com
2. // Example 20-2: Doorbell with Sonia
3. // Import the Sonia library
   import pitaru.sonia_v2_9.*;
4. // A sample object (for a sound)
   Sample dingdong;
5. // A doorbell object (that will trigger the sound)
   Doorbell doorbell;
6. void setup() {
     size(200,200);
     // Start Sonia engine.
     Sonia.start(this);
    
     // Create a new sample object.
     dingdong = new Sample( "dingdong.wav" );
    
     // Create a new doorbell
     doorbell = new Doorbell(150,100,32);
     smooth();
   }
7. void draw() {
     background(255);
     // Show the doorbell
     doorbell.display(mouseX,mouseY);
   }
8. void mousePressed() {
     // If the user clicks on the doorbell, play the sound!
     if (doorbell.contains(mouseX,mouseY)) {
       dingdong.play();
     }
   }
9. // Close the sound engine
   public void stop() {
     Sonia.stop();
     super.stop();
   }