alertComponent.js

import { LightningElement } from 'lwc';
import LightningAlert from 'lightning/alert'; //this module needs to import.
export default class AlertComponent extends LightningElement {
    async handleAlertClick() {
        await LightningAlert.open({
            message: 'This is the alert message from LWC',
            theme: 'error', // a red theme intended for error states
            label: 'Error!', // this is the header text
        });
        //Alert has been closed
    }
}