Voicemail Notification

[HnLA]

I am not getting any notification if a voicemail is left. I see on page 42 of the user guide, that its supposed to notify me with Notification and Flashing Light. I cannot figure out how to get that set up. I have checked a few areas of settings, but am clueless.
I cannot tell if a missed call is a wrong number or someone, not in my phonebook, leaving a message. Thanks.