There are no preferences to disable the desktop notification in the client or in your Account Settings.

However, you can still disable them through Windows Notification Settings:

For Windows 7:

Right-click over the time and date display. Choose the option for 'Customize notification icons'.

In the Control panel that comes up, find the client on the list. In the drop-down menu next to the program, choose 'Hide icon and notifications'.  This will disable the notifications.

For Windows 10:

Choose 'Settings' on the Windows menu. Click on the System Icon.

If you click on the Notifications & Actions item, you'll be presented with a list of programs. Merely turn off the client switch to disable the notifications.