Email accounts added in Windows 10 Mail app can be configured to display notifications in Action Center and sound alerts when new messages arrive.
Here is how :
From the Mail app, click on gear icon and access Settings.
Go to Notifications.
Select the email account and enable the options for displaying notification banner and sound alerts. To enable it for all the added email accounts, choose Apply to all accounts.
This can be useful when there are multiple email accounts added to Windows Mail app and only a few need to be monitored/responded on priority.
Happy emailing.