New messages notification

Hi!

How do i get a new message notification in a menu like this?
https://ultimatemember.com/forums/topic/new_messages-in-php/

I would like a notification of the number of unread messages a user has in a top menu, and when clicking this it takes the user right away to all messages.

Is it possible? Adding “{new_messages} ” to a Post/Page Navigation label does not work
It works with “{new_messages} {user_avatar_small}”
Why? Can u help? =)