That's a tricky question, I'm afraid. I believe it really depends on the country where you live.
When I was living in Luxembourg my pdoc suggested I let myself be volutarily admitted in hospital when I talked to her about having suicidal thoughts, though I had nothing planned, just the thought. Here in Italy I sistematically told my pdoc and my T that I wanted to seriously, maybe fatally hurt myself and they didn't raise an objection. I was pretty concerned at that. I thought, what do I have to do to be admitted in the hospital, actually try to kill myself?
So yes, I advice you talk with your pdoc about voluntary admission, and you might want to raise the subject yourself if your pdoc doesn't do so.