Website notifications appear in the lower right corner of your screen and are also displayed in the notification center. When notifications are turned on for a website, they will still appear even if Microsoft Edge  is closed.  
Note: If you are receiving unwanted pop-ups, which are not the same as website notifications, please see Block pop-ups in Microsoft Edge. Pop-ups are advertisements, notices, offers, and alerts that open in your current browser window, in a new window, or in another tab,
How to stop website notifications in Microsoft Edge
You can remove or block notifications for individual websites in the following ways:
Remove or block notifications in Edge settings
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In Edge, go to Settings and more  in the upper right corner of your browser window.
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Select Settings > Privacy, search, and services > Site permissions > All sites.
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Select the website for which you want to block notifications, find the Notifications setting, and choose Block from the dropdown menu.​​​​​​​
 
Manage notifications from your browser address barÂ
To check or manage notifications while visiting a website you’ve already subscribed to, follow the steps below:  Â
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Select View site information to the left of your address bar.
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Under Permissions for this site >Â Notifications, choose Block from the drop-down menu.
Note: You can resubscribe to a website's notifications in the future by returning to this menu and choosing Allow.
 
To learn how to access the notification center, see Find your notifications and quick settings / actions.