Yes the phone by default will send a notification of missed calls if you didn't answer, and when you receive a voicemail there should be a notification for that too.
To test that, have someone call you, but don't answer after they hang up, pull down the notification bar (that's where it says your time and batteries percentage ect.) After dragging that down, you'll see a bunch of boxes one of them will tell you about the missed calls, press on it and it will give the option to call back.