I use Salesforce as my CRM, and creating a task will create a task in SFDC for my rep to followup on that individual. However, in order for the person to be in SFDC, they need a last name and company name. In the case that you're sending alerts for anonymous leads, the leads will probably not be in SFDC.
Sending an alert is just like sending an email, but typically you only send the alert to someone internally.