This setting can be found by going to Start → Settings → System → Notifications & actions → Show app notifications.
In the same place as the global notification setting above, scroll down to find a list of apps and whether they are allowed to show notifications.
Make sure the entry for your browser is set to "On", and "Show notification banners" is also on.
Just be aware that apps generally do not appear in the list until after they have tried to display a notification, so make sure you use the browser notification tester once before trying to find Brave in the list.
You can configure this by going to Start → Settings → System → Focus assist.
Turn it off, or you can set it to "Priority Only" but make sure you add your browser to the list of accepted apps.
Note that these steps are for Windows 10 (and probably work for Windows 11). For older versions of Windows the steps may be different.