In-App Notifications

Device settings+Alert settings+Notifications preferencesThere is one switch to toggle here called in-app notifications. It's described as "Enabling in-app notifications lets you choose whether to view live events when you are in the app, instead of showing them automatically.To this new user, this is confusing. I want a live event to pop-up and show the video live immediately. Do I turn this setting off to do that? Can someone explain this setting further for me?Thanks