Typicially theres 2 things at work here. The BIOS and the OS.

Windows has completly customizable warnings when the power hits a certain percentage. One for the warning, and a second usually configured to drop the system into sleep or hibernation. The warnings can be just a sound, a text box with a generic warning, or a program can be ran.

Then the BIOS usually has warnings as well. My BIOS will beep 3 times via the PC Speaker, and flash the power LED to let me know power is a bit low and unless I do something, it'll probably power off very soon. It beeps some more as it's closer, then finally will power off.

As far as the program saying it's charged, perfect reason to reload any system you buy right from the factory with an as standard as possible Windows load. Just like the one on my laptop that told me when the disk was getting full and had a nice phone number right there for sales for a drive upgrade.