Hi and welcome to the forum
Yeah, I just tried it, no pop-up windows seems to show up. However, the reminder shows up in the Cortana windows on the Start Menu (the Metro Tiles), and it also shows up as a blip on the Notification Menu on the lower-right task bar to the right of the System Clock. When you click the
"NOTIFICATIONS", you'll see it listed at the top. And the little icon shows a "1" in there. Certainly not what you are used to with older pre-W10 apps. You can use MS Outlook (versions 2003-2016) to provide that pop-up Windows (that costs money unless you have a copy laying around in a drawer somewhere. Alternatively, you could use the free Google Calendar to set reminders via one of your browsers (Edge, Chrome, IE11, Firefox, Safari, Opera, Pale Moon, etc.). Those would work better. I'm not familiar with any way to change the action of the Cortana calendar reminders at this point. Others here may have a trick or a hack to do that, so keep checking back on this thread.
Best,
<<<BIGBEARJEDI>>> 