You should do a Custom implementation for this.
Have a Separate entity to show notification messages and keep another boolean attribute for Read/Unread Status.
Keep necessary associations, for example, account entities to show user-specific notifications, etc.
In your Top Navigation bar use the Badge button widget in Mendix to show the count and keep a list with XPath constraint to show the notification list.
Hope it Helps!!
It is some sort of a push notification module. You can explore these.
Mendix Marketplace - Web Push Notifications
Mendix Marketplace - SimplePushNotifications