The Notifications page of Windows Security settings lets you configure what kind of notifications you want to receive. You can find it by going to Settings in the lower left corner of the Windows Security app and selecting Manage notifications.
It's divided into three categories:
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Virus & threat protection - These notifications are purely informational and none of them require immediate action from you. You'll always receive notifications when there's a problem that requires immediate action. The settings on this page simply let you specify whether you want to know things such as that a threat was successfully blocked, or that a malware scan completed uneventfully.
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Account protection - Windows can notify you if there are issues with your Windows Hello or Dynamic Lock, such as bad lighting making it difficult for Hello to recognize you, or your mobile device not being found to activate Device Lock.
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Firewall and network protection - You can specify if you want to receive notifications when Microsoft Defender Firewall blocks a new app. You can also configure these notifications differently depending on if the app was blocked on your domain network, your private network, or the public network (internet).
Note: If your device is managed by your work or school some notification settings may be set 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.