I know of no UI notifications that will let you know you have replies to your posts waiting. In the User Control Panel you can see Subscribed threads that have new posts if you didn't disable them. You usually get emails when threads you subscribe/post to have new posts (also if you didn't disable them).
In the User Control Panel scroll to the "Settings & Options" section on the left, then select "Edit Options. Scroll down until you see "Messaging & Notification" on the right. Look for the "Default Thread Subscription Mode" combo box and choose your preference.
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