Here is how you can get e-mail notifications. Bear in mind this will only be for new posts to threads that you either initiated or have replied to, otherwise known as subscribed threads.
Open your User CP, go to Edit Options, and then on the right you'll find an option to select various methods of notification under the "Default Thread Subscription Mode". You can pick instant, daily, weekly e-mail notification, or the default no notification. Don't forget to save your changes at the bottom of the screen.