Notifications on the Mac
When a session or break has finished Focus will send you a system notification to inform you about it and to give you the opportunity to start the next session / break or extend the current one.
Additionally the Focus app window will show an option sheet with the same options and the dock icon will start to bounce.
To receive those notifications, please make sure that Focus is allowed to send you system notifications. You can check this in your System Preferences / Notifications / Focus.
Choose the Alerts alert style to receive interactive notifications.
Read more about notifications here: https://support.apple.com/kb/PH18745?viewlocale=en_US
Do Not Disturb Mode
Also check that your Mac is not in DND (Do Not Disturb) mode: open the Today view in Notification Center, scroll up and check the status.