Assuming that what you mean is that you want an alert to pop up from the browser when the server reaches a certain point in your php code, the answer is no.

While the server is running your php code, there's no contact with the browser (until the response starts coming back). There are situations in which a server may be streaming content back to the browser, and in such a case it'd be possible to have some agreed-upon convention for the server to mark the content stream with messages to be alerted out immediately, but I don't think that's what you're asking about here.