You will still receive notifications regarding chats/calls/messages the regular way in your LiveAgent panel whether or not you choose to receive Desktop Notifications.
Once you have your first incoming chat/call your browser should ask you to allow Desktop Notifications and you can simply allow them to start receiving them for all future sessions.
If you don't get this pop-up window you have most probably declined it earlier. In this case, it is possible to enable Desktop Notifications manually, simply follow the directions for your browser.
For Google Chrome:
https://support.google.com/chrome/answer/3220216?co=GENIE.Platform%3DDesktop&hl=en
For Firefox:
https://support.mozilla.org/en-US/kb/push-notifications-firefox
For Safari:
https://support.apple.com/en-ie/guide/safari/manage-website-notifications-sfri40734/mac