When do you ask a professor if a visitor can sit in on class? There's a prospective graduate student visiting my adviser and I was asked if the student could come with me to an undergraduate class I'm taking at another college within the university. Is it acceptable for me to just show up to this class with the prospective student or should I email the professor and ask if the visitor can sit in? The class is lecture-based and doesn't require student discussion, relatively large (~40 students at both the undergrad and graduate level), but the professor will likely notice that the visitor isn't in the class.

Edit: I'm in the US and the prospective student and I are both from here, but the professor is from the Netherlands.

Update: I ended up emailing the professor three days in advance to make sure it was fine.
E-mail a few days in advance. 

Just showing up puts everyone on the spot, and could end poorly. It could also turn your visitor off.