Nokia Lumia 2520 - How can I configure the mail app to play an audio notification on my Lumia 2520?

The default configuration for the mail app is to play an email notification for those emails coming from a list of favourites. To change this default configuration, simply:

  1. Inside the mail app, navigate to the Settings > Accounts.
  2. Select the mail account you wish to modify.
  3. Change the entry for Show email notifications from 'Email from favourites' to 'All email'.