From the watch face, hold MENU, and select Notifications & Alerts.

Smart Notifications

Customizes the smart notifications that appear on your watch (Enabling Bluetooth Notifications).

System Alerts

Sets time (Setting Time Alerts), barometer (Setting a Storm Alert), phone connection (Turning On and Off Phone Connection Alerts), health and wellness (Health and Wellness Settings), abnormal heart rate (Setting an Abnormal Heart Rate Alert), and battery alerts (Customizing the Battery Saver Feature).