Cars warn you about worn brake pads in one of two ways - a noise or a dashboard light. The difference comes down to the type of wear sensor. Here is electronic vs mechanical pad wear sensors.
Mechanical (the squealer)
A mechanical wear sensor is a small metal tab on the pad that scrapes the rotor when the pad wears low, making a squeal to warn you; see the squealer and wear bar. It is simple, cheap, and needs no wiring - you just hear it.
Electronic (the sensor and light)
An electronic wear sensor is a small wired probe in the pad; when the pad wears to it, the circuit changes and triggers a brake pad warning light on the dash; see brake pad wear sensors. Common on European cars, it warns before you hear anything.
Which does your car use?
Many cars use the mechanical squealer; many European and some newer vehicles use electronic sensors (and you replace the sensor with the pads). Some use neither and rely on inspection. Check what your pads take.
Either way, act on the warning
A squeal or a pad light both mean measure and likely replace the pads soon before it turns to grinding; see rotor limits. Fit quality pads and hardware.