A fair question if you set to be notified when a document is added on a document library and you notice that you are not notified on additions.
Ready to try everything you set to be alerted on all changes and you then DO get notified .
This happens if the document is checked out on ADD ( either you have a required field or the document stays checked out to the user uploading it until explicitly checked in) .
What will then occur is that the alert on ADD will NEVER be sent because the alerting engine deliberately ignores checked out items ( nobody will be able to see them until they are checked in and the user that uploaded the file, well does he really need to be notified ?)
So what happens in this scenario is, you will only get alerts on changes (edits), which is why you should select ALL Changes.