Your inbox has an RSS feed that you can hook up to whatever RSS reader you want. Personally I let my Android app watch for notifications every 30 mins, and then KDE Connect will mirror that notification onto my PC when my phone dings.
The app I use (Eternity) has options for 15/30/60/etc mins. You can theoretically get notifications every second if you set up your own RSS reader to check that quickly (though be considerate of your instance's resources). Before I settled on my current solution I had an RSS reader check every so often and ding a desktop notification when it found something. I use 30 minutes because if I'm using Lemmy I'll see the notification alert anyway, and if I'm away from Lemmy I don't want to be notified potentially every 15 minutes when people keep replying.