Desktop notifications are the settings for your desktop notifactions such as when someone mentions your name on internet relay chat or the first time you run to configure your power managment settings.
To launch Desktop notifications from the menu -> Prefrences -> LXQt settings -> Desktop Notifications. In lxqt-configuration center press the Desktop Notification button which looks like a giant !. To launch the configuration from the command line run lxqt-config-configurationd.