Set up Email Notifications for Microsoft Security 

To view or edit email notification settings for your company, follow these steps:

  1. Go to the Microsoft 365 Defender portal (https://security.microsoft.com) and sign in.
  2. In the navigation pane, select Settings, and then select Endpoints. Then, under General, select Email notifications.
  3. Review the information on the Alerts and Vulnerabilities tabs.
    • If you don’t see any items listed on the Alerts tab, you can create a rule for people to be notified when alerts are generated. To get help with this task, see Create rules for alert notifications.
    • If you don’t see any items listed on the Vulnerabilities tab, you can create a rule for people to be notified whenever a new vulnerability is discovered. To get help with this task, see Create rules for vulnerability events.
    • If you do have rules created, select a rule to edit it. You can also delete a rule.

Ref: https://learn.microsoft.com/en-us/microsoft-365/security/defender-business/mdb-email-notifications?view=o365-worldwide