When a call for help comes in, there's a message at the bottom left of the screen for a few seconds that tells you to hold down a button to respond. On Ps4 i think its the touch pad. If you miss that, open the map, go across a few tabs to the SHD page and it should have them on the map, providing their team hasn't filled.
Can't help you with Dark Zone. I've spent less than an hour there since the game's release.