In the INPUT block group, select the on shake block and put it in the programming area. Click the word shake and see all the features that pop up:

You can trigger code to do a great number of things by selecting different versions of this block. 

The following code uses the basic shake capability to build an alarm. You can set the sensitivity of the accelerometer in the initial on start block with the set accelerometer range block.

Detect Movement and Act (Alarm)

This is good for wearables where you want to blink lights and/or make sounds when you move like an alarm. Also this is good for making noise when a Circuit Playground Express is hung on a door or otherwise moved and it alarms.

In on start, the accelerometer is set to be very sensitive at 1g, the volume maxed out and a variable shaken set to indicate not shaken. The on shake block will set the shaken variable to 1 to indicate to the forever loop that there was a shake. The forever loop waits to see if the variable shaken is set to 1 by the on shake block.

This code also reads the accelerometer strength value and if it changes more than a set value (currently 100), it will also indicate an alarm by setting shaken to 1. The on shake block was not being "sensitive enough" for an alarm, so some extra code reads the accelerometer strength, compares it to a previous reading, and if it has changed by more than a value (currently 100) it also sets the shaken = 1 alarm condition.

The code gives the programmer control over how sensitive to make it. Change 100 to a value that works for you. If you use MakeCode for Windows 10, you can see what values produce what types of readings to help you set the value of test.

If shaken has been set to 1, the device shows all red NeoPixel LEDs and makes a high pitch beep. The way to reset this alarm is if Button A is pressed via on button A click (you can make it harder to reset if you like). You might have to hold the Circuit Playground Express real still and press the button a couple times to get it to reset.