What is Facebook Notifications Settings?

Notifications Settings Tab is where you turn off (on) notifications on Facebook, Email, Desktop and Mobile, Text message.

What you get notified about: Activity that involves you, Birthdays, On This Day, Close Friends activity, Tags, Pages you manage, Group activity, App requests and activity, Live Videos.

You can turn on/turn off :
Play a sound when a message is received
Play a sound when each new notification is received

How to go to Facebook Notifications Settings?

Step 1, you have to login Facebook:

Step 2, go to Facebook Settings. 

Step 3, choose Notifications: