It depends on the platform. Windows Phone 8 and 8.1 handles these differently and it's quite strict too as it needs to run on the background and use the battery.
You can check this for more info: http://msdn.microsoft.com/en-us/library ... 2(v=vs.105).aspx
The notifications in the WP8 would be a toast notification or a Live Tile update. The sound and vibration would not work.
For toast notifications you need to search for Push notifications.
Sadly as you can see this is not a cross platform feature; for the WP8 you will need to modify the exported solution quite heavily to make this function only with the notification.