gentoo is about the same as any other 'nix. It sounds like you aren't into Linux very much. The nagios documentation walks you through the steps so well, that even a linux illiterate can follow them. That is of course assuming you know how to use the "cd" command, and perhaps some others.
But honestly, the docs tell you how to setup the rw directory, and everything else, so please give them a try.
If there is anything in particular you can't figure out from the docs, then I'd be happy to help.
Notifications, first let's see if you can execute the command to send an email, just like nagios will do.
su - nagios
/usr/bin/printf "%b" "Nagios" | /bin/mail -s "alert " firstname.lastname@example.org