Message passing between application

This is a good reading if you want to have more details about the options described by Andreas: http://newlc.com/data-sharing-tips

Exact behaviour of which system application(s)? And what behaviour there?

Well Calendar is making alarms using the Alarm server. Alarm server uses the multimedia features of the device to play multimedia (sound files). The system is composed of services and components. These have APIs (Application Programming Interfaces) that can be used to access features in the system. You can find more information on specific APIs from the SDK. Install it and with it the SDK documentation is installed. It describes all you want to know. There are also books on these and different issues, if you want more specific explanation. As you pose your question here, it is quite too general. I'd have to prepare and give a lecture on this topic to explain it to you.

These developer forums are generally used for more specific questions and problem solving, not learning big topics on general issues. For this we can just point you to more detailed information. For example, see:

Multimedia framework
Alarm Server

Isha:
There is not one way applications in the system talk to each-other.
There is a bunch of different ways, look in Andreas first post for a list of some of them.

Most simple services (like the alarm server) use the symbian client-server IPC framework, (CServer/CServer2 and RSessionBase API:s) and so does most advanced services too, except that they might also use for exampled shared heaps (like the Font&Bitmap server) or Publish&Subscribe (mostly used for status and configuration information), or Message Queues (for efficient handling of big amounts of serial data).