Hi Rute,
The alarm information will be visually available if you use the following at your application:
from pydm.utilities.stylesheet import apply_stylesheet
apply_stylesheet(None, my_display)
In which None will make it load the PyDM default stylesheet and my_display is your widget or QApplication in which the stylesheet will be applied and cascaded to child widgets.
You get the behavior via PyDM launcher as it does that for you but since you are using it at your own application it is missing the stylesheet to display the alarm at the widgets.
Please let me know if that works for you.
Cheers,
Hugo