PhD application deadlines are around December, and graduate schools make admissions decisions in early spring. Thenotification date for the NSF Graduate Research Fellowships Program is in April. Hence, your admission will be decided without knowing whether you will receive a fellowship.
If your top choice program declined admission, there is no harm in contacting them and letting them know that you have received an NSF fellowship. If faculty are available to advise you, it might change their decision.