I did not understand your meaning. Generally, only ONE I-140 need to be submitted although you apply GC for all members of your family, just attached some message about the family member with your I-140 is OK, so that only single I-140 approval notice will receive.
You said you applied I-140 for each of your family member, it means that each member submitted their own I-140? If so maybe they can not receive their approval notice. But I can not be sure.