You'll need Pebble Connect Beta.
Microsoft has not granted the Pebble Watch Pro developer access to notifications, and will only allow it for an official Pebble developer (and Pebble is uninterested). The only app that supports notifications is Pebble Connect beta, with was a prototype app Microsoft created to demonstrate that it works - but they now expect Pebble to develop the full app. You can't install Pebble Connect Beta normally, you have to install the Windows development kit on your computer and sideload it manually. After that it only works on the classic and steel, and only if you haven't updated to OS 3.8. The Pebble Watch Pro app is capable of downgrading a Pebble and Pebble Steel to an older OS though (and is the only app on any platform that can do so)
This is doubly frustrating as Blackberry has supported the Talk2Watch Pebble app developer and has granted him 2-4MB MORE Headless app memory space then the official limit.