How Do I Set Reminders On My Mac?
Launch iCal on your Mac and go to the View menu to Show Reminders (Command-Option-T). Go to File -> New Reminder (Command-K) to create a reminder. If you select Alert -> Message with Sound, the message with sound will alert you on your Mac and any iOS devices on your iCloud account.
If your reminders aren't syncing between devices, go to System Preferences -> iCloud on your Mac and make sure Calendar sync is enabled. Then go to the Settings app on your iOS device and select iCloud. Then enable Reminders.