Once you're in the notifications menu, you can see the Discord configuration settings.
Discord works by configuring webhooks that receive data, that in turn will be posted to a channel in your Discord. Here's how they explain it;
Discord's built in Webhooks function as an easy way to get automated messages and data updates sent to a text channel in your server. Think of them as one of those fancy pneumatic tube things you used to love sending money into at a bank and watch disappear, but instead of never seeing your money again, you're actually sending messages into Discord from another platform.
Discord's official documentation explains in detail how to create your webhook.
On the Oh Dear! side, you only need to copy/paste your Discord webhook in our notification setting, determine which events should be sent and you're done. You determine the channel that it gets posted to, entirely from your Discord account.
For more details, see the official Discord documentation on webhooks.