Show messages on lock screen
The S4 does have this option. Open the SMS app (Messaging) and go to Settings (using the drawer button on the bottom left of your phone). Within Settings, scroll down to notification settings and check the "notifications" box and the "preview message" box.

Note that to see the notification option in Settings you must access settings from the main screen of the Messaging app, not from within a conversation within Messaging. This is one of those apps that has different menus for "settings" depending on which screen you're currently viewing.