The Notifications page of Windows Security lets you configure what kind of notifications you want to receive.
A couple of things to know about this page:
You'll always receive Virus & threat protection notifications when there's a problem that requires immediate action. The Virus & threat protection settings on this page simply let you specify whether you want informational messages; such as that a threat was successfully blocked, or that a malware scan completed uneventfully.
If you're in an organization some notification settings may be managed by your administrator and you won't be able to change those. If that's the case you'll see a notice on the Notifications page.