Yes, you will receive in-app alerts when you hit the 500mb, 100mb and 0mb thresholds when you have purchased a Super Roam Add On with Circles.Life.
Alternatively, you will receive alerts when you have consumed 90% of your package data when you have purchased GoRoam Plus, GoRoam APAC and GoRoam EU/USA Add Ons.
To avoid incurring pay-per-use data rates, do remember to turn off your data roaming, or simply purchase another GoRoam APAC or GoRoam EU/USA before you use up your data!