It is a common function of motherboards. Just forces the computer to start at a specific time.
Wake on RTC, Real Time Alarm, it goes by various names. Usually found next to the Start up behavior after power loss settings.
After that you need to configure something in software to actually work as an alarm clock. And you are going to have to setup auto-login and all that kind of stuff to get the computer to do something. If Windows that would mean using task scheduler and having speakers ready to go to play an audio or video clip.
That also means leaving the computer plugged in on standby all the time and making sure the BIOS battery is always good and making sure the speakers are active and loud enough to be heard.