Go to the Profile and open Notifications page. Here you can turn on/off which push notifications you want to receive in browser and mobile:

When you log in to your Mojob account you will see the popup notification on top asking you to allow the push notifications. If allowed, you will start receiving them. In most browsers such notifications will pop up on the bottom of the screen.

If you do not allow to receive notifications, you can still easily turn them on the Notification settings page:

Also you shall make sure you to turn them on in your browser settings or allow them by clicking the lock near the address bar.

The orange dot (the marker of new deliveries) will appear on the Dashboard => Notifications and applicant's cards not only after applicants send new messages, but also after applicants deliver videos, accept/change time slots, submit/decline reference surveys, sign/reject the contract.