Although in most countries you are unlikely to find a law which requires filmmakers to notify the local police if they are shooting scenes in public which involve fake guns (or other weapons), it is usually a good idea to get them involved. Shooting scenes with any sort of fake weapons needs careful planning and management – the last thing you want is for some old lady to call the police on you because she thinks she sees a bunch of guys with guns running around outside her house. It is very much within the power of most police forces to arrest people who appear to be causing public distress.
It’s always better to have the police on-side so keeping them in the loop will help all concerned.