window.alertにjest.fn()を代入してtestを進めることで実現可能
it('trigger window.alert on click button', () => {
window.alert = jest.fn()
const wrapper = shallow(<Button onClick={window.alert('hogehoge')} />)
wrapper.simulate('click')
expect(window.alert.mock.calls.length).toBe(1)
expect(window.alert).toHaveBeenCalledWith('hogehoge')
})