The Database Maintenance Plan Wizard doesn't give you an option to configure job status notifications for the maintenance jobs it creates. You can configure these jobs to send notifications, but you have to do it after you ran the wizard. Open the job properties and configure the Notifications section just like you would for any other types of jobs. For example, you can look up the backup job created by the wizard and then configure it to send you an email if a database backup fails.
Any modifications made on the Notifications tab will remain in place even after you subsequently modify the maintenance plan. When you modify an existing maintenance plan, it only modifies the Schedules and the Steps sections of the scheduled job so you don't have to worry about your notifications getting reset. But if you ever delete and recreate a maintenance plan, you have to go back and modify notifications again.