The app is exactly the same as www.emergency.vic.gov.au so if a warning or alert is issued on the website, you should be able to see it on the app under 'map view'.
You need to ensure you have setup watch zones and selected to receive alerts for all incident types you want to be notified about. For example when selecting your alerts under Weather Incidents you can choose "All weather incidents" or select from cyclone, damaging winds, sheep grazier warning, snow, storm, tornado etc.