Please don’t share pictures of text. Post the actual text formatted correctly for the forum. See: https://community.home-assistant.io/t/how-to-help-us-help-you-or-how-to-ask-a-good-question/114371#oneone-format-it-properly-16
No an entity is not created. A notification action should be created. Go to Developer Tools → Actions and look for the notify… action
If it has not been created look in Settings → System → Logs for related errors.
EDIT: Actually it looks like this integration does create entities:
