When you open the driver's side door with the headlights still on, the headlight indicator light on the instrument cluster will illuminate, and there *might* be a short buzzer or a clicking sound. The exact sound (or lack thereof) depends on the specific year and trim level of your Aveo. Some models might be quieter or lack the extra buzzer entirely, relying solely on the visual indicator light.
So, while there isn't a dedicated "lights on" chime, the visual indicator in the instrument cluster and a possible brief buzzer are your warnings.