If you get this alert while driving, it should be the lane sensor warning you that you are crossing the lane.
From my experience there are two types of warnings: if the sensor detects that you are about to cross the lane, the wheel vibrates and gently corrects the direction of the car pulling it back in the lane. This is accompanied with a visual indication on the dashboard in the form of the lane you are crossing in yellow/orange.
However, if the car detects that you are crossing the lane more aggressively, then you get a loud sound warning, a more forceful correction on the wheel and an orange wheel icon on the dashboard.
Crossing a lane intentionally requires to activate the direction indicator to avoid the sensors going crazy.