POI Notification

I'm not sure about the 2360 but some nuvis have a setting that needs to be checked to activate alerts. You could try searching for such a checkbox on the nuvi or in the manual:

http://static.garmincdn.com/pumac/nuvi_2200_2300_2400_EN_OM....

The 2nd possibility is that everything's working well. If the files you're loading are for POI locations set back off the roadway, you will not necessarily get an alert when passing by. Changing your POI name to a TourGuide will get around this but this will also alert you to locations off your route.

An easy to see if alerts are working for you is to load the Rest Areas Combined file. In the file, MrKenFL created the file with locations IDed at the exit ramp to a Rest Area and therefore they will give an audible alert when you pass by them. This can be tested by driving by a Rest Area either live in your vehicle or by simulating a route past a Rest Area.

Note that I expect you'll just get a "boing" sound unless you've also loaded a custom audio wav file and have installed sox.exe the the directory that contains the poiloader.exe file:

http://www.poi-factory.com/node/25730

And just for completeness sake, if you tap WhereTo/Extras/CustomPOIs, you are shown the POIs that you've loaded and can create a route to them, right?

Alert settings are made as you transfer POI files to your GPS or memory card with POI Loader.
Default Alert Settings

POI Loader automatically sets distance alerts for POI files with certain keywords in their file name.

Keywords include: camera, gatso, redlight, safety, specs, speed

Speed alerts will be set when a file name ends with _60, _70 (any number preceeded by an underscore).
Manual Alert Settings

You can also set alerts manually (or override the defaults) by choosing the "manual mode" in POI Loader. In manual mode, POI Loader will show a page with speed and distance settings for each POI file.
Alerts for Individual POI Locations

Alerts can also be attached to individual locations in a POI file.

In CSV files, speed alerts can be set by adding @30 (any number preceeded by an @) to the end of the name field (column 3).

GPX files also include special tags for setting speed and distance alerts.

I never did a manual mode. Its always use the auto.