There shouldn't be anything special to do on your end as long as you're getting notified on your phone... But check on the Wearable app on your phone (connect to your watch) in the Notifications section. Check that notifications are on, that the 'show while using phone' or 'show only while wearing' isn't interfering, and that notifications for the GMail app are turned on. (If you don't see the GMail app on your list, tap the 'See all' button and select 'All' from the top left drop down menu so you see all apps on your phone and not just the ones that have shown notifications).