Started self harming 3 deep lacerations should I tell my therapist? What will she do? I kind of already told her by saying I take my sadness on myself

Yes, you should. It is important for your therapist to know that you are self-harming. There are implications for treatment, and for keeping you safe, that your therapist will want to address with you.
Self harm. Absolutely. You went to therapy for help in the first place, so be honest & open with her, so that a trusting therapeutic relationship is maintained.