I have to change my brake pads because I got a warning about it but how do I know when to change the brake disks? Is there some kind of warning for the discs too or there is another way to tell they have to be changed?

You change them if they are excessively scored or if they are below minimum thickness which is marked on the disc hub.

There is a 1-3 milimeters edge but I do not see any markers or signs showing a minimum thickness. What do I have to look for? How is it marked?

It is usually marked on the part of the disc where the wheel mounts.