w1.py

import warnings

class MyWarning(Warning):
    pass

warnings.warn(
    'this '
    'is '
    'a '
    'warning',
    MyWarning
)

w2.py

import warnings

class MyWarning(Warning):
    pass

warnings.warn(
    MyWarning(
        'this '
         'is '
         'a '
         'warning'
    )
)

w3.py

import warnings

class MyWarning(Warning):
    pass

message = "This is a warning"

warnings.warn(
    message,
    MyWarning
)

w4.py

import warnings

class MyWarning(Warning):
    pass

message = "This is a warning"

warnings.warn(message, MyWarning)

Output:

pi@raspberrypi:~ $ python3 w1.py 
w1.py:11: MyWarning: this is a warning
  MyWarning
(gpiozero) pi@raspberrypi:~ $ python3 w2.py 
w2.py:8: MyWarning: this is a warning
  'this '
pi@raspberrypi:~ $ python3 w3.py 
w3.py:10: MyWarning: This is a warning
  MyWarning
pi@raspberrypi:~ $ python3 w4.py 
w4.py:8: MyWarning: This is a warning
  warnings.warn(message, MyWarning)