Assuming that you're looking to hear warnings when the siren goes off, you should try one of the "NOAA All Hazards Radio" which can be programmed to alert you when your area is under a warning. I believe that the frequency for your area (based on your stated location) is below.
Please note that while these warnings are most often weather related (severe thunderstorm, tornado, etc.), they may also be for other things that your local authorities pass on to the National Weather Service for broadcast. These include (but are not limited to) things like a Fire Warning (a spreading wildfire for example), Hazardous Materials Warning (a natural gas leak for example), Local Area Emergency (a boil order for water due to contamination for example), or even a 911 Telephone Outage Emergency. In most cases, the sirens won't be used for these since they won't provide enough information to the public and may in fact cause them venture into harms way (e.g. the siren goes off in good weather so folks go outside to see what's going on and are exposed to the dangerous fumes from the train derailment when it would've been safer to remain indoors).
Fort Wayne Indiana NOAA Weather Radio WXJ-58 on 162.550 MHz...
in Indiana...Allen, Noble, Dekalb, Whitley, Kosciusko, Wabash, Huntington, Wells, Adams, Jay
in Ohio...Defiance, Paulding