If the Timely Notices option is enabled, you will receive SMS notifications in the event of an impending expiration of the domain registration term, delegation removal and soon deletion of the domain from the registry.
You can enable this option in your user account in the Services — My Domains section by selecting the domain for which you want to receive SMS notifications, then go to the Security tab and enable the Timely Notices option.
Also, to receive SMS notifications, you need to specify your cell phone number in the Notifications and mailings — Service — SMS section.