You can just connect one of the output pins to a beeper and send 1kHz (or more) bursts. To do that, just set that output pin high, wait 1 uS, then set it low, wait another 1uS. Do this for some time (1 second), and you'll have a 1-second high-pitched noise.
If you don't know how to write delays in PICs, then post here again. Include the operation frequency of your PIC and a free pin (that can be used as output).