If you aren't seeing 'My Notifications' or 'My Scheduled Reports' in your User Dropdown; it's likely you don't have a setting enabled.
Let me show you where to find that! First, you'll need to be an Admin. Next, go to the 'Setup' Menu and click on 'My Notification Settings'. Check the box to enable 'My Notifications'. Ta-da! You now have access to My Notifications and My Scheduled Reports in your user menu!