SAP uses an User Exit (SMOD/CMOD) in order to make an enhancement of customers a lot more convenient. There are very many user exits available within SAP.
SAP Online Help (which is not in PDF files) can be printed only relatively complex and be found even sometimes as well. Therefore these PDFs are very helpful and they are a good tutorial for users. (Attention: This website is about 170KB large!)
Just edit the mail adress or cellphone number of your cellphone (unfortunately only D1 & D2 in germany) in your S-user data and then you become informed automatically!
But for mail notification this feature works worldwid ...