いずれも人に示唆を与えるときに使う動詞です。
ただし、それぞれ語法が違うのでここで説明します。
I advised him to get up early in the morning.
I said to him, “Get up early in the morning.
I suggested his getting up early in the morning.
または、
I suggested to him that he (should) get up early in the morning.
I warned him him to get up early in the morning.
または、
I warned him that he got up early in the morning.