In your example, "I want to warn you about the problem" is the correct preposition. Both prepositions can be used (you can "warn about" and "warn against)" but they mean different things. "To warn someone about something" has a more general sense, where the key idea is to inform. For example, "They warned us about the dog because he likes to bite." They warned us about climate change. My mum warned me about him but I didn't listen. I warned him about how important first impressions are. "To warn against" anticipates the other person taking an action that you would not advise. "They warned us against stroking the dog because he likes to bite." I would warn against trying to get involved. She warned us against acting rashly. They warned me against any attempt to leave the house.

I want to warn you about the problem

Quiero advertirte sobre el problema