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Microsoft Outlook Office 365 desktop app is not showing desktop notifications

For some reason, my Microsoft Outlook 365 desktop application is not showing desktop notifications for new mail. Does Outlook 365 need to be open in order to show the notifications? I would guess not but if so that’s the issue.

Otherwise, what else could be the issue? Below, I’ve listed what I’ve tried so far. I installed this earlier today so I haven’t messed with any other settings.

1) All Settings > System
From the panel on the left select: Notifications & Actions.
In the “Get notifications from these senders” section at the bottom, click on Outlook.
Make sure that you have enabled all notification options.
Close Settings

2) File > Options > Mail.
Under Message arrival, select Display a Desktop Alert check box and then select OK.