Explanation:
Step 1: Enable Database Mail
If it isn't already enabled, first you would need to configure the Database Mail feature on SQL Managed Instance.
Box 2: Create an operator.
You can notify the operator that something happened with your SQL Agent jobs. An operator defines contact information for an individual responsible for the maintenance of one or more instances in SQL Managed Instance.
Box 3: Add a failure notification to the job,
You can then modify any SQL Agent job and assign operators that will be notified via email if the job completes, fails, or succeeds using SSMS or the following T-SQL script:
EXEC msdb.dbo.sp_update_job @job_name=N'Load data using SSIS',
@notify_level_email=3, -- Options are: 1 on succeed, 2 on failure, 3 on complete
@notify_email_operator_name=N'AzureSQLTeam';
Reference:
https://docs.microsoft.com/en-us/azure/azure-sql/managed-instance/job-automation-managed- instance