To set an Alert, tap on an Activity that has already been entered onto your Clock. Then tap the “Bell” button from the Moments drawer. You can select to receive an Alert “At start time”, “10 minutes before” or “1 hour before” your event.
Once you’ve chosen when to receive the Alert, select “Allow” from the native iOS pop-up window and you should be good to go!
If there are any issues, always be sure to check your iPhone’s settings, and set everything to GREEN. Screenshots below: