The piezo can be connected to digital outputs, and will emit a tone when the output is high. Alternatively it can be connected to an analog pulse-width modulation output to generate various tones and effects.
Grove - Buzzer is a simple yet enjoyable twig to use. It can output noise at a volume over 85 dB and is integrated with Grove interface, which makes it easy to connect and experiment by just plug & play. It is a perfect add-on for all kinds of Arduino projects and human-machine interfaces.