well that's nothing at all to do with putty. You need to be clear what your question really relates to, and in this case it'd be the ability for tail to sound a bell on new output, which it can't. A suggestion i ust found with 10 seconds on google suggests piping tail through sed and adding a bell character to the end of each line:
tail -F myfile.txt | sed -e 's/$/\a/'
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