Assuming you have a GPS COMAND screen then if it is a COMAND 2.0 it may yet not be enabled or otherwise it would be at the bottom on of the TELEPHONE screen by spinning the right wheel and clicking on the
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arrow and then moving to that particular add-ons page.
If you don't have command and only have Audio 20 then the manual suggests that you read SMS via the handset. I also had this query when I first got my car. I only have Audio 20.