I want to set new alarm by tapping a shape on KLWP. I've tried to look up online but couldn't find how to do it

I think that only you can make is launch the clock app that you have, by adding a touch>launch app, you can see if your clock app have an activity to go directly to set a new alarm(I doubt it) by adding a touch>launch activity and go to your clock and search for an activity for this, take in mind that some native apps don't show in the activities.

In touch add an Activity, then click on clock activities, then look for the one that says "select alarm".