Where is a notification in iPhone?

Yesterday a public-safety alert came in on my iPhone SE (running iOS 16.3.1). it appeared in front of the application that I was looking at. I closed that application, and the notification disappeared from view. I looked through my iPhone. I found no notifications at all. The public-safety alert did not appear in either Messages or Mail.

I would like to see the alert again so that I may read it more carefully. Do notifications go anywhere so that we may read them again?