The Vault now supports HTML5 desktop notifications. These are little popups that newer browsers show; you might know them from GMail or similar. This is why the Vault will ask you for permission to "Show Notifications". (If you accidentally click on Deny, you'll have to manually allow it again for our domain somewhere buried in the browser settings for this to work.)
You can toggle it in the Account menu at the top right, where the sound notifications are as well. The idea is so you can simply leave the Vault open in a background tab and not bother with our crufty XMPP bot. I might add the same to FWN later.
I've tested it on current Firefox and Chrome and called it a day.