Yes. Generally, HA does not assume how or when you want to be notified. There are more than 50 notification integrations. If you want to be notified of specific events or classes of events, you need to set up automations to do it.
If you are using the HA Companion app make sure to bookmark and read the Notification documentation.
If you need help designing an automation, feel free to ask for help. Make sure to take a look at How to Help Us Help You: Asking the Question for tips on the information to include so we can respond with answers that are specific to your situation and use case.