I'll have you know -used to emphasize something in a somewhat annoyed or angry way. Especially if offended. For example I am an entrepreneur and many assume that because I work from home I am not busy. When this annoys me I tell the person "I'll have you know I am busier now that when I worked in an office."

Yes, it means "I want you to know." or "In case you didn't know..."

another way is “I am telling you”