The company I work for is going through a major merger with another company in which the company I work for is still the controlling company.
The said there will be changes in the company policy manual in many different ways and they will let us know them as they become public. What has made me start wondering is do they have to give employees any notice before these changes go into effect.

It depends on specifically what changes, but for the most part, no.

Most of the employee handbooks I have seen over the years generally include the statement that the company reserves the right to revise, supplement, or rescind any policies or portion of the handbook from time to time as it deems appropriate. Not exactly in those words, but to some effect nonetheless. For the most part most companies will relate to their employee's when changes have been made as a courtesy to their employees so that everyone can stay within the company's policies and procedures.