On my iMac, notifications appear for a few seconds on the screen's upper right corner. Then they're gone. How do I review notifications when they're gone? I don't see a setting for that in System Preferences > Notifications.
Have you checked in Notification Center? 2-finger swipe in from the right of the trackpad, or click the far right icon in the menu bar. That has a Today view and a Notifications view... Use Notifications on your Mac - Apple Support