You're not really giving enough information for people to try and help. First off, you've got two schematics in your original post. Which one are you using? This schematic circuit you've got here:
might work but, I'm not sure what is going on with the other one.
For the above circuit, when the input signal is high the voltage at the line you have marked as "LOAD" will not be 12V. It will depend on the voltage drop across your load which in turn depends on its resistance. The voltage there will be:
signal voltage (you say 12V) - the voltage drop across the base resistor - V
be
The lower the resistance of your load, the lower the voltage at the emitter of the NPN will be. We'll need more specifics on what it is exactly you want to make the noise with.
What Boncuk was saying about the horn being on but not audible might be the case if you are using something like an ordinary speaker. For instance, if you wanted to make the noise with a speaker, you couldn't just power it and have it make a sound. You would have to pulse the input on and off rapidly to make the sound. So if you wanted a sound of 1000 Hz, you'd have to turn the speaker on and off 1000 time per second. This wouldn't be difficult to do with a PIC, but it's something you need to be aware of if you're not already.
So, you'll need to give additional information. What is it exactly you are using to make the sound, what voltage is it designed to work at. What it is resistance. Everything you know or can find out about it, post it.
Lastly, you said that you want to use a 12V logic signal from a PIC to turn the horn on and off but very few PICs can work at that high of a voltage. Are you sure the one that you are using can tolerate a supply voltage of 12V?