“X messages” and “X announcements” are hyper linked. So when click “X messages” it will redirect you message box page, and same for announcements.

To make full notification clickable add following code in your theme’s (Child theme’s if any) functions.php

add_filter( 'fep_header_notification', function( $show ){
	$show = '<div onclick="location.href=\'' . fep_query_url('messagebox') . '\';" style="cursor:pointer;">' . $show . '</div>';
	return $show;
});