Fine Grained Password Policy Prompt

Hi All

I have created a fine grained password policy and applied it to a shadow group.  When the user password is close to expiration, will users be prompted through the fine grained password policy to change their passwords or do I have to create a  GPO to send password change notifications?

The only way i know to get this to work without the GPO is by selecting all users in the shadow group and modifying the account settings and checking the "user much change password at next logon" tick-box.

Thanks

Ivan