No and yes. If it happened instantaneously then no.

However, scientists are capable of predicting solar flares well in advance. They can do that by looking at what is happening on the surface of the sun. If it was about to explode, there'd likely be some kind of unusual activity there for several days prior to the explosion. The sun is also rather big. So even if aliens decided to blow it up unexpectedly, it'd probably take more than a few minutes for the explosion to engulf the entire sun, meaning that you would have time to send a meme before lights went out.

I'm not really sure what other purpose a warning system could have. There's no good place to hide if the sun goes out.