how to call directly from sms LES1

I can not call directly from SMS.

example I get an SMS (missed call) from someone who is not in the contact list

how do you call him without typing his phone number? 

From the call log?

“here by me” if sms arrives it means that the les1 could not receive the call,
or because the les1 was off,
or because the les1 was unattainable,
so it seems to me that the log is not logged anywhere