The is no “notification” function for headphones in “Find my “ app.

You may not be able to. According to the Apple article on it (Set up and use Notify When Left Behind in the Find My app – Apple Support)-

You can use Notify When Left Behind on an iPhone with iOS 15 or later, iPad with iPadOS 15 or later, Mac with Apple Silicon and with Find My items. For AirPods Pro, AirPods Max and AirPods (3rd generation), you need an iPhone 12 or later. 

You'd need AirPods Pro, AirPods Max or AirPods (3rd generation), as well as an iPhone 12 or later updated to at least iOS 15.

What exactly are you trying to do?

Locate a device in Find My on iPhone - Apple Support

Also- the address in the image hasn't been blacked out completely. The marker you chose isn't completely opaque.

What model iPhone do you have?

You can use Notify When Left Behind on an iPhone with iOS 15 or later, iPad with iPadOS 15 or later, Mac with Apple Silicon, and with Find My items. For AirPods Pro, AirPods Max, and AirPods (3rd generation), you need an iPhone 12 or later. 

Set up and use Notify When Left Behind in the Find My app - Apple Support

That looks fine. What kind of headphones are they? Only AirPods Pro, AirPods Max and AirPods (3rd generation) are compatible.

Ah, that's why. Your AirPods are 2nd Generation. I'm afraid they're not compatible with the 'Notify When Left Behind' feature.

You're welcome- glad I could help.