Typically, yes. There are exceptions, such as the filming of the WDaDR set (which was not announced at all - was a complete surprise), and when they release a video that is compiled from multiple shows, as was the case for 5YiaL and CiM. But usually, when they are shooting just one or two shows and plan to make a release of it, it is announced ahead of time. That was certainly the case for L@B, Score and BtFW, and I'm pretty sure announcements were made ahead of time for SFNY and L@LP.