A warning only works on somebody who recognises it. Learn what yours is before you hear it.
Warning systems differ completely between countries. Some states send an alert to every mobile phone in a cell. Some sound sirens with signals that mean specific things. Some use broadcasters, some use an app, most use several at once. The signals themselves differ: a tone that means "take shelter" in one country means "test" in another.
So find out three things about your own country, from its own authority, which is linked on that country's page here.
- How will I be warned — phone, siren, radio, app?
- What do the different signals mean?
- When is the routine test, so I know what a test sounds like?
Do not switch off emergency alerts on your phone. People disable them after a test, and then the real one does not arrive.
A test is not a drill you can ignore. It is the one chance to hear the sound in advance, in daylight, with nothing at stake.