In order to get notifications from Gmail webmail for message arrivals, you must have two different settings tweaked, one in Windows and the other in Gmail's own settings.
1. In Windows, make sure the browser(s) that you're using are permitted to give notifications in Settings, System, Notifications & Actions pane. I believe Microsoft automatically activates them for new Chromium-based Edge, but I have the entries for Chrome and Brave enabled for both banners and sounds.
2. In Gmail's settings, General tab, look for Desktop Notifications. If you want pop-up notifications you need to activate the link to allow them (desktop notifications). If you just want a notification via the action center, which is how most e-mail clients do it, then simply choose the radio button for the type of notification you want.
I intentionally have Gmail set to Mail notifications off. But I cannot recall whether that was the default or whether I chose that at one time.
Brian - Windows 10 Pro, 64-Bit, Version 20H2, Build 19042
If you think that you can think about a thing, inextricably attached to something else, without thinking of the thing it is attached to, then you have a legal mind.
~ Thomas Reed Powell