You and your roommate should take some time early on in your living relationship to discuss any boundaries you may have when it comes to company. But even after you've done that, you should still be sure to give them a heads up every time you invite someone over to your dorm room or apartment. And you should feel free to ask them to do the same for you.
Giving a heads up isn't the same thing as asking for permission, it's just a thoughtful gesture that will make both of you feel safer and more respected in your home. Plus, it's just good planning. If your cousin is coming to visit for the weekend and your roommate has a term paper due on Monday morning, for example, then communicating your plans to each other could save both of you a lot of stress.