If there's an asteroid coming will they tell us ?

I hope not. Civilization would break down prior to it killing us all.

Sooner or later they would have to.

They will need to

 So we can all F4rt in unison to blow it away

perhaps too late 

Probably, not like it would be some secret.

Someone would. There are tens of thousands of astronomers, professional and amateur, around the world watching the sky constantly. Avoiding global panic is not a priority for most of them compared to having a space object named for them.

Perhaps not:

--if it is not seen by astronomers (hidden in daytime sky and from direction of the sun, like many) or not expected (`Oumuamua 2017 was from beyond solar system, and was already leaving when spotted) or too small and dark to see easily.

--if seen but will not impact Earth (or has a very slim chance, not worth the panic)

--if seen and it will hit but at an uncertain location

--if seen and it will hit at a certain location, but not in enough time to help people in the way.

--if seen and it will end all life on Earth, so no point in getting all riled up about it.

But it might be told about if many governments need to cooperate to avoid certain major damage or complete extinction.  Then the news would make people band together.

View the 1955 movie "When Worlds Collide"  or the 1979 movie "Meteor" or the 1999 TV series "Asteroid" or the 1998 movie "Deep Impact"

Who is "they"? You have eyes. You can look up at the sky yourself and see a close asteroid. Millions of amateur astronomers with small telescopes would see it years before it could hit Earth. And they all use Facebook and Twitter and Yahoo answers. 

Who are "they"?  And what use would it be?  (Don't say, "so we can stop it" because we can't.)

Nor can anyone tell you about an approaching asteroid that hasn't been discovered yet.  Nobody saw the Chelyabinsk meteorite of 2013 coming.

Assuming that you can stop one