If they're not enabled the web client should show the bell icon in the upper left above the Team icon. I've seen the occasional post here where a browser got stuck somehow and needed notifications to be reset and set again, as implied above.
It's possible something changed recently though because the last couple I've tried to enable with people, the bell shows the image of the dialog as the instruction to the user but the browser prompt to allow it doesn't actually display. I think one was Firefox and I think the other was Chrome. Shift+reloading/F5 the web client seemed to fix it.