The other answer is great, but it addresses only the missiles and indirect fire threat to Israel, posed from Lebanon and the Gaza strip, sadly there are other security threats, the "conventional" terrorist attack, which in the last years took the form of stabbings or vehicle attacks.
For these, there is no preliminary warning system, and there is no "...
Here are some resources for you.
Home Front Command official website
HFC iOS/iPadOS App
HFC Android App
I’m not sure if these apps are available outside the Israel store.
In my opinion the best option is to listen for the siren & follow the instructions.
And a short video with a little bit more information.