How/where do I go through the firewall of a 2002 Camry to wire in an EMT siren?

Take the glove box out completely. You'll see the ecm and all it's wiring. Follow that wiring to where it exits the firewall through a big rubber grommet. You can make a small hole in this to run a single wire through. Please be careful not to disturb the factory wiring.
Never run a wire where there's a possibility of chafing against metal.