Why won't my phone alert me when I get a voice-mail?

[AC Question]

When someone leaves me a voice-mail, I don't get any notification at all. No sounds or alerts show up on the screen. The only way I know if I get a voice-mail is if I call my voice-mail and check to see if there are any messages there. What do I need to do to get alerts on my phone when I receive a new voice-mail?