When you say "I don't see any alerts though when I view the page." - what page / Azure screen are your referring to?
Azure Monitor has the settings you are talking about, Microsoft Sentinel has a similar concept (Incidents and Alerts) but using a different setup and Tables. Azure Monitor Alerts dont appear in Sentinel.
In Sentinel, you create an Analytic Rule that will generate an Incident and Alerts. These are visiable in the Sentinel portal in the Incidents blade (and also in the SecurityIncident / SecurityAlert tables).
Please "accept" this answer if this helps you.