Duing the close season (the month of June) a player can sign for as many clubs as he wishes but he is committing himself to abide by the clubs' rules. A club may want to take action if it finds that the player is not fulfilling his commitments because he is playing for another club.
Outside the month of June, a club is entitled to receive 7 days notice. If this has not happened and you know the club he is playing for you, should submit a protest/complaint to County FA. Contact them before you do to make sure you follow the procedure. If you do not know the club, you have a problem.