How can I view missed calls or received messages on my Nokia E6 phone?

You can see them in the missed events widget at the bottom left corner of any home screen. The widget is only visible when there is a valid notification, and provides one-touch access to the missed events list. At all other times the area, that it occupies, displays the theme background or selected wallpaper. It's non-customisable and non-personalisable.

In Nokia Belle devices the missed calls and other notifications are visible on the home screen and also behind the pull down menu in the Notification area.

Note: You can also see the missed Calendar alarms via Options > Missed Reminders on the Calendar application. The Missed Reminders option is visible if there are missed alarms.