Our school practiced during the first weeks of school without the alarm actually sounding. They simply explained to the kids that they were going to practice what to do if the fire alarm bell rang. Once the kids understood the process they did tell the children ahead of time before the first official fire drill. After that first one, fire drills were "surprises".
My son has Asperger's so anything like this has the potential to scar him forever, but he has handled it well. In K and 1st grade we actually had it in his 504 plan that he was not to be last out of the classroom during a drill because he would worry so much about the responsibilities of being last (having to turn off the lights and shut the door) that he could possibly fall behind or panic. Now in 2nd grade he has been both the leader and the last out of the room and has handled it like a champ.
We did go through about a month or so after the first test runs where he would ask us every night at home if the fire alarm was going to go off or not. He was anxious about the possibility of it going off but it wasn't an overwhelming fear as somethings can be for him and it subsided rather quickly.
Good luck,
K.