email notifications preferences setting (not via an email link)

I see that earlier this year
"Your email notifications preferences have been moved out of your User Dashboard (edit profile), to a page that's accessible via a link at the bottom of every email."
but what if you don't have any emails to click in?
I'm sure I found a link a few weeks ago that seemed to show I had email notification of private messages turned on but 1. I can't find the link again 2. I'm not getting emails to tell me a PM is waiting!

Also on postings there used to be an email link next to the PM link, is that a forum owner configuration or has it been withdrawn. I am not the forum owner or administrator!