This is because the VoIP line you rang is not associated to your CRM user profile. 

When a VoIP line number is associated to a CRM users profile then any call to that line will show up on screen as a call pop up alert for that user when they are logged into the CRM system as shown below:

Please let us know the VoIP line that needs to be associated to your user profile and we will set this up for you.  

Just contact our Support Helpdesk with the CRM user details and the VoIP line number to associate with that user.