I want to show users notification on the bell icon on which object I need to create record or which setting i need to turn on ?
You can't directly display custom notifications right now. You'll want to vote on this idea. As mentioned by David, sending a Chatter Post would suffice, as the user would be notified of the new message, which can include a link to a specific record or other action.
Custom notifications are available in Summer'19 release https://releasenotes.docs.salesforce.com/en-us/summer19/release-notes/rn_forcecom_flow_notificationbuilder.htm