Event notifications use the Incidents group under Settings > Notifications. In-app delivery is always on for these. You can still choose whether each one also emails you, except where a type is required in the app.
See How to choose which notifications you receive for the preference screen itself.
What you can be notified about
Incident assigned to me — you were set as the owner or reviewer.
Incident ready for review — an event moved to Under Review. This goes to site managers and area managers.
Document requested for incident — a reviewer asked you for a file. See How to review and close an event.
Incident escalated from review — the event was escalated, and you are one of the recipients.
Incident returned for more information — a reviewer sent the event back. This goes to the investigation owner, or to the person who logged it.
New information added to closed incident — material detail was added after closure. This goes to the investigation owner.
Affected person questionnaire response received — someone completed the questionnaire you sent.
What the notification does not do
A notification is a prompt. The record of what changed is the event: its status, Case notes, Documents, and actions. Open the event from the notification rather than treating the email as the file.