Does a warning for speeding affect your insurance?

Probably not, depending on how much you were speeding by. However if you are setting up your insurance let them know about it up front because those mongrels have people that do nothing but dig up excuses for not paying you out if you have an accident. and not being upfront with your driving record can lead to problems with some insurance mobs.

Warnings are not recorded on your driving record and the insurance company cannot see them.