On the same right-click menu on tabs, Enable Notifications. Then, go to Settings -> Configure Notifications. There is quite a long list of actions that can trigger a notification. You may wish to add a flag (which blinks the tab when the event occurs) for less important events, but I would recommend setting a sound notification for the following events:
Query - someone wants a private conversation with you.
Private Message - you have received a private message.
Nickname written - if your name is being used in a conversation you probably need to be part of the conversation.
