You should tell players the difficulty of checks.
Ordinarily when there isn't an explicit callout of how it's done, this is the sort of thing an extended sample of play would make clear about the authors' intent. There isn't much of one in the corebook, but what there is:
The Unicorn could then ask, "Can I use my Telekinesis talent to try to turn the key in the lock?"
The gamemaster could say, "Sure, that is a test against a Difficulty of 3 for your Telekinesis, which is a D6."
-- "Tests & Challenges", p.55
does seem to indicate that the GM should be mentioning the test difficulty along with the attribute.
Also, making decisions to spend 1, 2, or 3 friendship on a check if you fail it gets a lot harder if you don't know the difficulty, and thus how likely it is that you can succeed on a reroll or using a d20.