I have v. 5.6.40. I know there are currently alerts for my area because I have TWC's Desktop Weather on another computer. I also checked the NWS website
(If someone's looking at this right away, here's the link http://forecast.weather.gov/showsigwx.php?warnzone=NYZ024&warncounty=NYC015&firewxzone=NYZ024&local_place1=Chemung+NY&product1=Hazardous+Weather+Outlook
For some reason they are not showing up in WW. I downloaded WWL to check it out and if I use a Weather Bug station, the alerts show up in that program. When I use a local NWS station, they do not.
edited for link