Setting a notification sound for a custom app (game)

Is it possible to set a notification sound for an application while running in the background?
To put it simple, it's a game and everytime someone sends me a text in-game, and the game is minimized, the only thing that happens is it lights up like this . So i would like to know if there is a way for whenever i get the orange notificatio in the taskbar to also get a sound notification?
thanks