The Rotor (or Impeller) should spin so the Air is drawn in through the Intake Cone (into the center-most part of the Rotor), and expelled out through the tuned holes in the Stator (the assembly which houses the Impeller).
Running the Motor to spin the Rotor in this fashion allows the Rotor to chop the air into pulses.
A little more descriptive, for fun!
The first job of the rotor is as a centrifugal fan.
It pulls air into the siren axially through the intake, and blows it out radially through the holes in the stator.
The second job of the rotor is to chop the incoming air stream into impulsive bursts.
The rotor is segmented by vanes that periodically cover and uncover the holes in the stator.
Each time the rotor and stator holes align, a burst of air is forced through.
The frequency of these bursts is the pitch of the siren.
Some "Cold War Era" Civil Defense Sirens used in the US were the easy-to-identify "Federal Thunderbolts".
These had a rotating Parabolic Radiator (AKA: Horn) and were FRIKKEN LOUD!!!
The Blowers for these Sirens were remotely located on the Ground, contained within an enclosure - affectionately named "The Blower Box".
When I was a youngster (back in the 1960-1970's), there was a Civil Defense Siren installed about 100 feet from our House.
This was a Federal Model BT-10.
It was an extremely LOUD device, with an eerie sound (on the beginning of "War Pigs" by Black Sabbath, the Model BT-10 can be heard, mixed in with other sirens - the BT-10 is the one with the higher pitched dual tones).
Anyhow, spin the rotor to draw in air through the blower's impeller blades, and expel the air out through the tuned ports.
It will work the other way, but not as well; plus the air will not be chopped into beat frequency pulses.