As a delegate you don't receive reminders for other people's appointments. Only the owner of a calendar will get what you see in the picture:
The appointment with reminder
Tip Even if all Outlook scheduling has been delegated to you, your boss will see reminders while using Outlook for e-mail. When you create any type of calendar entry, a reminder is set automatically. Outlook will display a reminder for appointments and meetings 15 minutes before they start.