It's usually a little metal tab mounted on the leading edge of the wing (on a Cessna type, not a jet), just low of middle (top to bottom), normaly it is held down by airflow and gravity, which keeps the warning horn silent, but as you approach the "stall" angle of attack (usually around 17 degrees to relative wind) the flow over the wing begins to separate, the little metal tab moves up, which closes a switch and makes the alarm sound. We have the same thing on sails; Tell Tales, just no aural warning.

All you would need for an aural warning is to make the tell tales out of metal tape, with a metal conductor patch in the sail where they should normally flow, and then when they lift, the alarm would sound...of course you also need to run wires in the sails, bateries, (or solar panels) and a warning horn of some type. OR...just pay your crew to tell you not to pinch!