Should I take my car into the auto shop?

I don't know anything about cars but I have a 2012 Ford Focus and when I was driving recently I got an alert that the transmission was hot and I needed to stop driving. Also when ever I'm driving and put the heat on it smarts to smell like burning rubber.

If you do not know anything about cars, take it to a car doctor, aka the mechanic. Transmission fluid could be low.

Don't ignore the warning. Assuming yours has an automatic transmission, your generation of Focus has the "powershift" dual-clutch automatic transmission - those transmissions aren't known for their longevity (to say the least), especially when known problems are ignored rather than fixed promptly.

Pay a qualified mechanic/transmission shop to check it out As soon as possible. There's not much you're going to be able to diagnose on your own without proper diagnostic equipment on that transmission and those transmissions are known to fail catastrophically (requiring a full replacement/rebuild) if known issues are ignored.

Yes is the short answer.

Definitely visit a repair shop As soon as possible

So the options are to take it to a mechanic to have the problem fixed… Or not and wait for it to stop working. Your choice. (No, cars do not heal themselves in time)

Ford Focus transmission is a piece of ****, so get out your wallet. The engine timing chain cover leaks oil like sieve, so the oil is hitting something out and making the smell which then gets drawn into the cabin when you turn on the heat.

No you need to take it to a competent mechanic who knows more than just how to change the oil.
You do check your oil and other liquids regularly don't you?

If you know nothing about cars then yes take it to a shop unless you have 3 magic wishes

Only if you want to fix the problems!