We've put together this handy-dandy video tutorial to explain how SW+ Alerts works and help you configure it to receive alerts.
Managing your locations is covered first. SW+ Alerts EnRoute is covered at 2:30. Other SW+ Alerts features and customizing your alert types are described beginning at 3:30. Important information about receiving alerts if your device is silenced, on vibrate, or Do Not Disturb is covered at 5:10. Finally, if you are wondering why you didn't receive an alert that you expected, details on the NWS warning process are covered starting at 6:00. If your questions still aren't answered, open a ticket and we'll be glad to assist!