There is no app for amber alerts. It uses a technology called cell broadcasting. Certain cell towers will get turned on and any phone within the cell tower range will recieved the alert. On my note 10+ you can turn on or off the alert. Among other things since the cell broadcast can be used for other things other then amber alerts
Edit: settings>connections>more connections>emergency alerts>amber alerts
Here is a great article to read:
https://www.engadget.com/2017/05/26/amber-alert-explainer/