I got a new ( 2009) Chev Van a couple of weeks ago. On the dash it gives me the current tire pressure, even a warning if one of the tires goes under a certain pressure. So how does it know ?

Usually, it's a sensor in the valve stem, trick when you rotate tires, follow the user manual to reset computer. I've not dealt with chevy, but still gm with grand prix

So this requires special service when I buy and change tires?

Not really special, they just have to put same wheel in the same place, or you readings will be off.

Your owners manual will tell you how to reset.