macOS
Open System Preferences (e.g., via the Apple menu in the top left corner)
Select “Notifications,” find “Threema,” and click on it
Enable “Allow Notifications from Threema” (and define how you would like the notifications to appear)
Please note, that these settings can only be changed after you have received at least one message with the desktop app.
To learn more about notifications on macOS, please refer to this Apple article.
Windows
Navigate to Start > Settings > System > Notifications
In “Notifications from apps and other senders,” activate “Threema”
To learn more about notifications on Windows, please refer to this Microsoft article.