Assuming you are using Pandora FMS 6.0, the steps are:
1. Create the [Alert command](http://wiki.pandorafms.com/index.php?title=Pandora:Documentation_en:Alerts#The_Alert_Command_.28Pandora_Versions_5_and_above_only.29) going to Alerts -> Commands and clicking on "Create". Then:
2. Define the [Alert Action](http://wiki.pandorafms.com/index.php?title=Pandora:Documentation_en:Alerts#Alert_Actions_.28all_Pandora_FMS_versions_including_5.0.29) going to Alerts -> Actions and clicking on "Create". Then: