Facebook Messenger support is offered as an add-on. This can be purchased in the "Add-Ons and Upgrades" area of the settings.
Otherwise, double check the Incoming Message Handling section of the settings to make sure you have configured the app to announce or read out incoming messages.
Finally, go to the settings area within Facebook Messenger, then go to the Notification & Sounds section and make sure the setting for notification previews is turned on. This must be enabled in order for Messenger to post the messages to the phone's notification area where Ultimate Driving Mode can see them.