No it does not - and in fact it does not filter whispers, only chat channels and /y (yell) messages. In neither case does the sender have any idea that their message was filtered.
It would be very easy for me to add /s (say) and /w (whisper) messages to be filtered by the way, but it requires some code changes. And in fact it would be pretty easy to make it respond to someone whispering you that their message was ignored by SpamThrottle (and why).
Let me know if you would find this useful. I'd probably just make it an option that you could toggle on as in most cases /w and /s are not used for spamming. Of course the same filtering rules would apply, that is you could identify keywords as well as players to filter on.