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There's WATCH and WARNING and (unnamed) - some locations just send everything WATCH and above (some even send ADVISORY which is incredibly stupid).

If the local government is sane, they send WARNING and (unnamed) only - (unnamed) being the YOU ARE ALREADY DEAD MAKE YOUR TIME notices.

Then if you want WATCH you set your weather app to notify you on those.

Depends on where you are. In Canada, our system sends everything as "National/Presidential Alerts". We don't use the different levels at all. So AMBER Alert, Weather Alert, etc are all Presidential/National Alerts.

Does Canada even have a president?

Canada doesn't have a president, but until it passes a law that requires phones sold in Canada to have Canada-specific features in the alert display, it will say what it says in the USA. And in USA the Presidential Alert is switching to National Alert.

May also differ by OS. I'm on Android and have options to disable four or five different types of alerts.