You can turn on Weather Alerts from Settings, or from the Map Overlay screen.

To update Settings, tap the hamburger menu, and then select Settings.

Turn on (green) Weather Alerts. When the Alert menu opens, select the type of weather events for which you want to receive alerts.  

To update Weather Alerts from the Map Overlay screen, tap on the Map Overlays button while on the Trip Overview screen,

Toggle Weather Alerts on/off.  If turning it on, the Alert Menu will open and you can select the type of weather events for which you want to receive alerts.