This should be pretty self-evident when tinkering with Adium's preferences and settings; anyway, you should see "enable new e-mail alerts" (or similar) when you're in the accounts pane of the Adium prefs panel. You have to check it for each account you want to receive e-mail alerts for. I'm at work right now, so I can't do a quick step-by-step run-through to be certain. But, yes, if you hunt around the Adium account prefs, you can enable e-mail alerts for Gmail, AOL and Hotmail at the very least.