1. Pretty easy if you have any abilities with home wiring.
2. No, they will send the local police.
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I have a pretty extensive gun 'Accumulation'
(wouldn't actually call it a 'Collection')
So I have a pretty advanced alarm system for my home.
It's mostly 'Radio Shack' stuff, but it's put together in a configuration that no 'Crook' would be expecting...
(I never was good at following the 'Directions'!)
Mine calls 9-1-1 and reports either fire or burglary in progress (Dialers are cheap) and it activates an 'Outside' alarm horn hidden in the eve vents of the house.
I wired the doors, but instead of wiring windows
(usually tape on the windows that is a dead give away and easy to defeat)
I used motion detectors in the hall way and in the gun room it's self.
Once set, if you open an outside door, or the gun room door, or move down the hall way outside of the gun room, or move around IN the gun room it's self, you WILL trip the alarm.
I have pets, Cat & Idiot Dog, so the hallway motion sensor is usually off, but the entry doors and the gun room door triggers, and the gun room motion sensor are all on after we are in for the evening or leave the house.
Guns are also locked in cabinets for the most part, so 'Smash & Grab' before the cops can get here is almost impossible...
I tried some perimeter motion sensors, that didn't turn out so well.
You would be surprised how many rabbits, squirrels, cats, dogs, kids, ect. will set those things off!
Now they just turn on the yard lights and that seems to work fine.