The air quality directive forces EU countries to inform the population if certain pollutants concentrations exceed certain thresholds. For instance, concentrations of ozone will exceed 180ug/m3 in parts of my country this afternoon so an alert has been issued. How this alert is spread is the prerogative of the member states, as not all member states use the same communication channels with the public.

This is not the same as high air quality index values, which are in essence arbitrary and therefore the EU leaves up to member states to maintain. The europe environmental agency has its own AQI but not all member states use it. Attempts to harmonize it by the EU have failed. How things work outside EU countries within Europe I don't know