verify you have a group set up using the "groups" tab.
then...set up/review the below:
first, look at your settings -> configure alert sources <where ever these alerts are coming from> -> look at routing.
figure out what group it is getting assigned to <if not assigned, then assign to a group>
now go to calendar and create an "on-call" schedule for that group.
to validate default actions of any given group -> click on groups tab and edit the "escalation policy" area. see below: