Yes, this is one of the main advantages of the Personal POI package offered. This is possible in the more expensive package and in the Personal POI package for Audi.
Audible warnings (factory) which are available in Discover Media and Discover Pro of Volkswagen, Amundsen and Columbus Skoda, in Seat Navi System and Seat Navi System Plus and in Audi MMI 4G.
In Audi, it is additionally possible to activate the displayed message about approaching (e.g. to speed cameras).