Go to the settings gear in the nav bar. In, you can enable or disable urgent chat alerts as well as message sound (Figure 1):
Figure 1 Notification settings
Set your desktop notifications (for desktop application only), sound type, external notifications, urgent chat alerts, and unread chat indicators in the Notifications section (Figure 2):
Figure 2 Notifications
Settings save automatically, so when you’re happy with your notifications, click the X in the top right.