If you handle this condition check in receiver determination and select the radio button for throw exception then you'll get an error message as " no receiver found" and hence your alert email will contain the same.
I don't think you'll not get the error text as(alert) as zero kb file.
If you would like to get that then you can define another inbound interface(file- mail) and execute it when the file size is 0. You can handle the mail content in the mapping and ofcourse this is indipendent of your alerting part.
