Does a medical company have to warn you that they plan to turn you over to a collection agency?

No - they will have notified you in reminder letters that they may do that if you continue to default on payments. When they actually instigate the action, they don't have to tell you they have done so - the collection agency will simply write to you - and tell you they've taken over the case, and all communication with the medical company must now stop, as you're now dealing solely with the collection agency.