No you don't have to tell anyone. But you will need to report your income to the IRS. If it's something like Uber, Lyft, Instacart, Amazon Flex....I could go on, you will get a 1099 at the end of the year. Getting a 1099 generally means the company also reports your income to the IRS, they just don't take out taxes.
I've been a driver for all of these companies.