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https://www.home-assistant.io/docs/configuration/events/
In the dev tools > events tab you can subscribe and see what events are sent. There should be an event that is sent when it sends a notification. Create an automation that listens for that event
I would say that, in HomeAssistant, the more “proper” way to do it is to watch entities for state changes and trigger that way.
Events are really only accessible in case you want to manage your own entity, or if you are doing something complex and it makes more sense to publish an event of your own and then trigger from that.
Triggering via entity state transitions (which, yes, under the hood operates on Events) are meant to be a universal abstraction from whatever might be firing over the event queues. Unless you need Events for some reason, IMHO keep it simple.
Yeah I always use states when I can but the original post description made it sound like the integration was directly sending a notification. If it didn't set a state (which would be weird) then you'd need an event.
I don't use matrix so cannot answer with precision but you can create an automation and use vacuum state as trigger (ex: from cleaning to dock) and use notify platform to send to matrix whatever message you want