Version-specific information usually requires knowing your Outlook version.
Always state your Outlook version when asking a question.
That said, the crystal ball says click Tools>Options>E-mail Options>Advanced
E-mail Options. Check the box labeled "Show an envelope icon in the
notification area".
Right-click the system tray and choose "Customize Notifications". Locate
the "You have new unopened items" icon and change the action to "Always
show".