You do not receive the margin call message via email, but in the Mailbox in MT4/MT5 platforms.
Margin call occurs when the margin level goes below 50% in XM account.
You do not actually receive any notifications by this, but you can find the message in the Mailbox.
Stop out occurs when margin level is 20%.
It is important that you continue monitoring your account and fund your account enough to support your positions.