Yes. Set "Third Party Notification" to "Yes", in "Personal Details" in your Members Area:
Then, simply "CC" firstname.lastname@example.org on an email to your client. After you've confirmed, the recipient will receive the following email:
This email to inform you that the files you received from YOUR NAME at YOUREMAILADDRESS, have been protected by ProtectMyWork.com.
If you would like to view the protected work, please go to www.protectmywork.com and enter the following information into the "Search Protected Work" page:
Reference Number: xxxxxxxx