I don't think is must inform without being asked as I understand it is in Michigan. I believe you must inform if asked in Illinois, but you don't have to bring it up.
Big J, If you have a smart phone the app Legal Heat is among the best for staying informed about other states gun transport laws. Not preaching but it is your responsibility to know the laws of the States you travel through.
To answer, I have a copy/paste for IL:
Non-Resident With a Permit: Out of state residents are granted a limited exception to lawfully carry a concealed firearm within a vehicle if they are eligible to carry a firearm in public under the laws of his or her state or territory of residence and are not prohibited from owning or possessing a firearm under federal law. If the non-resident leaves leaves his/her vehicle unattended, he or she shall store the firearm within a locked vehicle or locked container within the vehicle in accordance with subsection (b) of Section 65 of the Firearm Concealed Carry Act.
Also, if pulled over you are required to inform the Officer that you are carrying a weapon. IL is very restricted on where you can carry.
Safe travels.