The father and I have joint custody of our 9 yr old daugter is it wrong for him to pick up our daughter with out notifying me? And can I go to court to set visitation?

You can always go to Court to set visitation.

I don't know that there's a right or wrong here without knowing a LOT more about the circumstances.

Yes, you need to get a visitation order.

First ANY question on law needs to include your general locale as laws vary by area.

Second, If you have no visitation schedule then it may be rude of him to not give you notice, but its not against the law. If you are bothered by it, then go to court and get a specific schedule set up.