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This setting can vary from application to application. Usually it's located in the general settings for the application itself.
For some applications, you can also go to Settings > Apps > The tab "All" > Press on the app you want to show/disable notifications > Unmark/Mark "Show notifications".
Could you be more specific regarding which app this issue concerns? What type of notification are you looking for e.g notification signal or a notificiation the status bar?
the notifications in the status bar...it is a proximity lock screen and it says if u wanna remove notifications in the status bar then change it in settings and there is no option for that in my tipo....pls help