To change your Notification settings, you will need to go to your Account Settings.
Your Account Settings are found in the drop-down menu under the profile icon located in the top right of StellarX, just to the left of Deposit and Withdraw buttons. From there, navigate to the 'Preferences' tab and you should see the Notifications option there.
You can opt-in/out of receiving emails about updates and news regarding the platform.
For all available Account Settings, please see This Link for more information