Any modern browser you can click under settings (likely gear) in Yahoo web page to activiate notifications. Please note the first time it will ask for approval for this from your web browser and say yes. I believe browser has to be open for these to work.
If Windows 10 you go to Microsoft Store and download the free Yahoo Mail App (search for Yahoo mail) and this a better method. The application looks works the same inside a window but has better control of notifications.
If it's a Windows desktop, it's been a while, but there was a program called MailWasher that I liked back in the day, would run in the taskbar and do a little animation and use a sound file when email arrived.
I'd like to suggest a program called POP Peeper. It will display and inform you of new mail and display only the headers. It's free and pretty configurable. I've used it for years.