Focus Assist has it's own tab in your Settings, and you access it by navigating to Settings -> System -> Focus Assist.
You can customize your Focus Assist in several different ways.
Turn Focus Assist Off
If you don't want to use Focus Assist, simply leave 'Off' checked.
If you want to let a few notifications in you can customize your priority list. Check 'Priority only,' then use the link to choose which notifications to let through.
If the only notifications you want to receive are alarms, make sure the 'Alarms Only' option is selected.
You can also set automatic rules! If you want Focus Assist to be active during a specific time frame you can make that happen. You can also customize Focus Assist for any presentations you're giving, playing a game, or if you're in full screen mode.