Flash Flood Warning On iPhone

This morning, during all of the heavy downpour, my iPhone made a noise that I have never heard before.  It was a weather alert.

It sounded similar to the alert tones that play when the Emergency Alert System activates on the radio or television.  It was from the National Weather Service, and it was an "Emergency Alert", making me aware of a Flash Flood Warning.

I don't recall signing up for alerts on my iPhone; is this part of the Weather app?

I don't know if I should be relieved or worried!  Did everyone with an Area Code 337 phone get the alert?  Or was it just people who were in our area?  Creepy, but useful, I guess.