Hello hogscape,
It's possible that you'll need to enable notifications for a website in your Safari settings first, to see the option to enable how notifications appear for Safari on your Mac. When this setting is enabled, you'll receive a prompt from websites you visit to allow notifications.
- "In the Safari app on your Mac, choose Safari > Settings.
- Click Websites, then click Notifications.
- Select “Allow websites to ask for permission to send notifications.”
Customize website notifications in Safari on Mac goes over notifications in Safari.
Once you've enabled this, visit a website that would support notifications, and choose to allow notifications from the website.
You'll then want to check Apple menu > System Settings, then click Notifications in the sidebar to see if Safari is listed.
Let us know if this helps.
Cheers!