To receive a visual notification when a new alert triggers in one of your scans, enable the Show Alert Window Feature.
Right-click into your Alert Window, select Properties, and then Actions. Here, check the option, Show Alert Window.
Once this option is enabled, the particular Alert Window will pop to the surface if it is hidden behind other windows.
Use this feature with caution, since it could put a strain on the UI resources when used in excess.
The best way to be notified of new alerts triggering and to be able to distinguish between the alerts from different scans is to set up a different Sound Alert for each Alert Window.