So you can customise what type of notifications you get on your phone.
More Information: Microsoft Support and Microsoft Troubleshooting
Setting Up General Activity
Step 1: Profile icon > Notifications and make your selections
Setting Up Quiet Hours
Locate During quiet time in the Notifications area and choose the Quiet time hours. You can also choose specific days like weekends and if you go on vacations.
Also, another key one is: When active on other devices