When using 'Find my IPhone' app, does a message appear on the lost phone?

I mean as soon as the app has found the location. Excluding any message or tone you can manually send to the phone.

When it locates all your iPods and iPhone and iPad and MacBook and what not, you click on which one is lost. Then there are three buttons. One says Play Sound. One says Lost Mode and the other says Erase IPod or whatever it is. Click on Play Sound and if your iPod or iPhone is on, it will play this beeping sound that doesn't go off until you find the item an click the okay button on it to stop the sound