This article explains how to manage Edge notifications, including how to turn notifications on and off in Microsoft Edge. Most of these instructions apply to Edge for both Windows 10 and macOS. Mobile instructions can be found in the last section.
How to Turn Off Microsoft Edge Notifications | Disable Browser Notifications
By default, Edge will ask you for permission when a site requests permission to send notifications. This setting gives you full control over which sites are allowed to send notifications. If you'd rather not see these requests and block all notifications by default, you can disable all Edge notifications.
Open Edge and click the menu icon (three horizontal dots) in the top-right corner of the window.
Click on Cookies and Site Permissions.