When you go into your group page, there will be a list there of people who have applied to join.
Or if you have your alerts on you'll see down the right side of your page their username and which of your groups they have applied to join. From there you can choose accept or deny.
I am superadmin of a small group. If a new member wants to join the group, he can write a message to the admins. But the admins can't read it because there is no message. Where is the message? Where can i find it?