I have a question in onstartups.com. Usually there is a way to get email updates for answers to a question your post. But I did not see this option in onstartups.com. Once the notification is set in any of the StackExchange sites, is it set for all of them or do you need to set per question asked?
Yes - the preference to be emailed notifications is global, tied to your account across all of your profiles on the Stack Exchange network.
If you aren't on one of the sites checking your global inbox for three hours (per your preferred notification schedule), you'll be sent an email - regardless of which site the message originated on.