Right now we don't have an early warning system set up for California beyond a test phase. The current administration in Washington has decided to cut funding for the program this year, so that will likely cause a setback in setting up the warning system. In order for something like this to be reliable we need to double the amount of seismic stations, so that's a big challenge.

Some companies or services do get early warnings as part of the testing phase though. For instance, the BART public transportation system in San Francisco slows down metro/train cars before the main phase of shaking hits. There is also going to be an app, which should be released some time this year. You can download it,

here but it won't give any alerts until the researchers have finished the testing phase.

I don't know what alarm systems California has.

Alarm systems in the Midwest and the east were originally sirens to alert citizens to impending Soviet nuclear attacks. They are useful to warn people of impending tornadoes, too, which is why we still have them. Tornadoes are much less frequent in California, and earthquakes, too, are much less frequent (although much more destructive). I am pretty sure that California once had the sirens to alert to impending nuclear strikes, but do not know if they are still available.

Mexico city has other problems, too, in addition to earthquakes. Popocatépetl is an active, potentially dangerous volcano, and Mexico City is built in the shadow of it. If Popocatépetl were to undergo a major eruption, it could literally kill millions. The Mexican government's earthquake-alarm precautions may double as volcano-alarm precautions.