Navigate to your notifications page in your settings, and scroll down to "get notifications from these senders." There you'll see a full list of apps and their individual notification settings.
From here, simply turn off notifications for any apps you don't want to hear from. You can also click on any specific app and see more settings to customize, such as sound settings, where notifications appear on your screen, etc.
And voila! Just like that, you've turned off notifications for specific apps in Windows 10.