Settings > General
Settings > General > Accessibility
Settings > General > Accessibility (switch LED Flash for Alerts)
Settings > General > Accessibility (from 'OFF' to 'ON')
Things You should know:
1) If phone is rebooted you may have to turn LED Flash for Alerts 'off' then back 'on'
2) The screen must be off for the LED to flash.
Shout out to my iPhone gang for the blog suggestion. Kelly R., Nikki C., Jessrika, and Lara Afrika.