Before you get the option to customise how notification received on the device will appear it, the app must first ask you to allow notification to be received on the device.
Typically such prompt appears when you open the app for the first time, or when you sign to the service, or when you use in-app settings to enable and you choose what the push notification should be sent for.
If you have done it all and still get no prompt from app to allow notification, contact the app developer for help.
How to contact an app developer