I asked this too, and I think it's a bit of an unknown. MSFT added some PWA services to edge on mobile at the end of last year.
The appx containers that MSFT is releasing this year, in the store, seem to be described as "browser independent", so I am not sure what degree they require the browser.
I suspect they will require the services running, and at this point, there is no notification services on WM. So IF, they are able to run, they will not deliver notifications unless MSFT continues what it started at the end of last year, and keeps adding the PWA services to mobile.
And you may need to install them manually, even if they do work, because it seems likely they will go straight to the store.
Either way its a curiosity inspiring thought, and certainly someone should give them a good bash, when the next desktop update rolls out.