The radio alerts you by a series of loud beeps followed by the current weather conditions.  If the radio is near the bedroom, it can awake you during the night when severe weather develops.   

The weather radios are usually powered from your house electricity.  They also may operate on batteries so that it will continue perform during a power outage. 

Weather radio are known as live-savers. It should be one of your household safety devices like a smoke alarm. 

For more information on weather radios, you may go to: 

http://www.nws.noaa.gov/om/brochures/nwr_brochure.pdf

http://www.nws.noaa.gov/nwr/resources/nwr.pdf

http://www.nws.noaa.gov/nwr/nwrrcvr.htm

http://www.fema.gov/kids/w_radio.htm