How can I setup an alert to tell me when a new user is added to Active Directory?

Monitor the relevant Event Ids using SAM and fetch what ever data you are looking for

Windows Security Log Event ID 4740 - A user account was locked out

Windows Security Log Event ID 4720 - A user account was created

You can create a component monitor down alert accordingly once you configure the monitors in SAM and deploy it onto the AD node.

Create a custom Powershell monitor and use "(get-aduser filter *).count" and output this as your statististic. Set an alert to fire with any change in this statistic with an action to email your chosen distribution list or list of email addresses.