Windows 8 displays notifications on the lock screen for various applications such as Mail, Calendar and Messaging.
To customize which apps give notifications on the lock screen press the Windows key and I to bring up the settings fly out menu – then click on Change PC Settings.
My current lock screen apps are Messaging, Mail and Calendar.
To add an app to the lock screen simply click on an available placeholder (one of the squares with the plus sign) and select an app from the list.
To remove an app click on it and then click Don’t show quick status here.
A quick-start guide for showing tile and badge updates on the lock screen is available here: http://msdn.microsoft.com/en-us/library/windows/apps/xaml/hh868216.aspx