Some cars flash a dashboard warning when the pads get low; others just squeal. That difference comes down to what kind of wear indicator the brakes use - and not every vehicle has an electronic one. Here is how brake wear indicators vary.
Two kinds of wear indicator
There are two common types. The mechanical squealer tab is a small metal tab that drags on the rotor and squeals when the pad gets low - simple and very common. The electronic wear sensor is a wire loop in the pad that lights a dash warning when the rotor grinds through it.
Most cars have at least the squealer
The great majority of brake pads include a mechanical squealer tab, so most cars DO have a wear indicator of some kind - you just hear it rather than see a light. Electronic sensors are more common on European makes and higher trims; many mainstream cars rely on the squealer alone.
Some have neither built in
A few basic or older pad sets have no dedicated indicator, and rely on you to inspect thickness - see minimum pad thickness. And electronic-sensor cars need the sensor replaced with the pads, or the light stays on - see resetting the wear sensor light.
Do not rely on it alone
Whatever indicator your car has, treat it as a backup, not your only check - a squealer can be drowned out by road noise and a sensor only triggers near the end. A quick monthly pad glance is smart; see when to replace pads. Fit quality pads with the correct sensor and fresh hardware.