The Slack app supports sending notifications to individuals. Select the direct message channel or multi-person direct message channel during the create new notification process and notifications will be routed to that chat.
Important: In order to send notifications to multiple individuals, the Slack app must be added to the chat separately. You can do this by creating a group conversation between the Slack app and the individuals. This needs to be done on each and every multi-person direct message channel you wish the Slack app sends notifications to.
If you want the Slack app's bot user to start a 1:1 conversation with you in the workspace, start by creating a conversation between the Slack app and yourself. Resultant messages will start appearing in the "Messages" tab of the Slack App.