The "siren" of a fire engine or ambulance is a device on the vehicles that is used to create a loud alarm. Ambulances and fire engines use sirens to alert other drivers that they need to go to an accident quickly.
In the United States, you MUST drive your car to the side of the road when you hear a siren, to allow the ambulance to drive quickly on the streets (if you don't obey this law, you can get a ticket from the police).
"Foghorns" are used in the ocean to make a loud, deep sound in foggy weather. Foghorns warn ships that they are close to land. Because the fog prevents the ship's crew from seeing the land, the sounds from the foghorn helps the crew avoid a crash.
I hope this helps!