When a call routing number is created for your account, an alert source that is used by the call routing number to manage incidents for incoming calls is automatically added as well. You can find this alert source under the services (alert sources) navigation option.
The alert source of your call routing number, will always have the same name as the call routing number.
Click on the Incident actions (formerly connections) link in the list view of your call routing number's alert source.
You will then be able to create a new outbound connection for your call routing number.
For the sake of this tutorial we stick to the webhook type which does not require a connector.
Make sure the automatic type is chosen, fill out your desired label and add the webhook's url. Every incoming call that creates an incident will now also send the webhook including details to your third party system.
Read more on incident actions here.