The funny thing here is that some manufacturer's stock SMS apps don't have a pop-up option, so the more common question is the opposite of this.
Most likely you will find something in your SMS app's notification settings, as Funky suggests. If by any chance you don't, you can always install a different SMS app which does let you control this, but I've never seen an app with a pop-up which doesn't let you turn it off.
One difference between android and iOS is that in iOS many apps store their settings in the Settings app. In Android that is purely system settings, and you access an app's settings from inside the app itself. I just mention this in case you are very new to Android and expecting it to be in the main Settings.
