This is a supported feature but your device may require some additional configuration –
iPhone:
On the majority of iPhone handsets, you can enable this feature by going to: Settings > Notifications
You can then scroll down to the section titled Government Alerts and enable this feature.
Android:
On the majority of Android handsets, you can enable this feature by going to:
Settings > Notifications > Advanced Settings > Wireless Emergency Alerts
(or)
Settings > Safety & Emergency > Wireless Emergency Alerts
Option not available?
We cannot guarantee that all devices will support this feature and so if you are unable to locate this option, you may need to consider installing an application for this purpose instead.
The Japanese Government recommends the following application –
Android: “Safety Tips” (available from the Google Play Store)