I recently purchased the ZTE MAX XL and I have just noticed that I do not get voicemail notifications.
I got this phone a week ago and had the same problem. There was no visual voicemail nor was there even a regular voicemail icon to alert you to messages. I called Boost Mobile and a re-install of the software fixed it, with visual voicemail showing up. Also, a second screen page of a lot of other BM stuff, eg Amazon, Kindle, Solitaire, etc also showed up.
You can do the reset yourself. Make sure you're in an area with good data coverage or WiFi Then just go into the the phone dialer app and tap ##BRAND#. The phone will restart and install all the Boost apps with it.
If that doesn't work you can also try a Factory Reset. Go into the Settings menu and go to Backup and Reset and do a Factory Reset. It does an initial reset and load, then a couple mins later it applies a final update that has VM and the other stuff. You will lose any stuff you've put on the phone, but hopefully you haven't done much customizing.
Also, AFAIK, you can't use a third party visual VM app like Youmail because BM doesn't support conditional call forwarding. But the BM visual VM app is fine for me. Visual Voicemail is Free, but you do have to subscribe. You can upgrade to Voicemail to Text for $2.99/month.