(1) Buy a home automation hub (about $200). Make sure it supports your device.
(2) Get an alarm system that supports that home automation hub.
(3) Buy smart light bulbs that the home automation hub supports. About $10 per smart lightbulb minimum.
(4) Use your iPhone or iPad app to link (2) to (3)
(5) Now all your smart light bulbs will flash with your smoke alarm, burglar alarm, phone ring, and doorbell ring.
If you want to skip step (1), make sure you get HomeKit-compatible WiFi lightbulbs that do not require a hub. WiFi bulbs are a little more expensive, but it can save the $200 hub if you already have an iPhone, and if your alarm system already supports "HomeKit".
But if you get a home automation hub ($200), your options expand! Telephone ring, doorbell ring, burglar alarm, etc. Stick to a common standard (e.g. "Zigbee signal" or "Z-Wave signal"). These are special radio signals that the system can transmit to a hub. The hub then then transmit a wireless signal to the light bulbs. Find a home automation hub or bridge that supports them all.
Basically there's different signalling standards.
Then you can use your iPad or phone to link your alarm system to a programmable light bulb (e.g. Philips Hue or other WiFi/Bluetooth light bulbs).
Programmable-color bulbs are more expensive (but you can use red flashing light for smoke, blue flashing light for doorbell, and yellow fast-flash for burglar). But some cheap smart bulbs are now less than $10 in a pack. White color only but that's sometimes all you can afford.
Now you've linked your alarm system to your house's lights!