It isn't an AC buzzer, it's a piezoelectric transducer (loudspeaker). DC buzzers have a built-in oscillator so just sending 5V to them will make a sound. This one doesn't have the oscillator so you have to produce the sound waveform from your dsPIC instead.
All you have to do is write software to produce a signal, ideally a square wave, at about 4KHz. This could be a software loop toggling a pin but that would tie up much of the processor time, a better way would be to use a PWM output. I would advise you add a resistor in series with the dsPIC pin before connecting it to the buzzer, maybe 100 Ohms. The reason is that although the buzzer current is specified at 5mA which seems safe for the PIC, it has a very high capacitance which might overload the pin driver circuits, the resistor will isolate it enough to protect the PIC.
Brian.