Hi Albert,
The alerts will be triggered only if the scenario raises an exception. Please make sure scenario meets the exception condition.
For Example - Capacity Overload Alert triggers only if the Capacity Demand is greater than the available Capacity Limit.
I am also copying below text from IBP - FAQ blog. May be this will help too.
Key figure alerts are configured key figures that include a formula evaluation to determine if an alert exists. Key figure alerts are visible in the webUI via the sidepanel and in the Excel UI. These alerts are configured during the implementation. The end user applies the alert in the Excel UI for the current planning view / filter.
Please check on this.
Thank you
Satish Waghmare