If icons have been turned off by the administrator, this will be replaced by a link reading "Set My Email Address". You will be asked to type in your email address. If your email address ever changes, you can edit your entry by clicking on the "edit email" icon/link again.
Clicking on the notification icon will toggle your interest. To prevent accidental toggling you will be asked to confirm your decision. The notification icon looks like this:
If icons are turned off, the "Set Mail Notification" link in the toolbar does the same thing.