Simple RAW for 5e V: The Disadvantage Strikes Back

[Eriol]

Q115

Does a creature entering the area under Alarm through means like Etheralness or teleport triggers the Alarm?

A115: As the Alarm spell says "whenever a tiny or larger creature touches or enters the warded area" and does not say anything about "crossing" or "crossing into" I would say that yes, teleporting in or "appearing" in the area from the ethereal plane counts as entering it.

That said, if they were on the ethereal plane, they are NOT on your plane of existence, so until they are on YOUR plane, they do not trigger it until they "pop out" to normal-space, thus "entering" it.