This new option allows you to determine what notifications will appear and interrupt you and which will not, using the “when notifications arrive” setting in the interruptions heading of your settings. To set this up, go into the settings app, then select “sound and notifications,” then click on “interruptions.” There you will see a number of things for you to assign priority status to (events and reminders, messages, calls/messages from). Alarms always have priority status.
You can set the time period where only priority notification interrupt you (again, you need to chose “settings>sound and notifications>interruptions>when notifications arrive”). The way I’ve been using it is to select weekend days under the “downtime” heading in the interruptions menu so that only somethings get through on the weekend.
I realize this is probably hard to follow just reading the text, but if you open up your setting and follow along with these instructions, it will make sense.