If you choose Selectively Forward Calls, you'll need to have at least one rule for forwarding applied for call forwarding to be active.
On the Phone tab, click the voicemail icon below the dial pad, and then click Change Greetings. Skype for Business calls your voicemail and guides you to record a personal greeting.

Many of our users don’t need calls routed to their phone, they just want a good virtual voicemail system. We can do that, too. Just set up your VirtualPBX account with multiple voicemail boxes for each user or purpose you need. Furthermore, we can route calls directly to voicemail, without ringing a phone first.
The professional voicemail greetings is the cornerstone of any good business. Not every voicemail recording is relevant to every situation. This guide is going to demonstrate some of the specific custom voicemail greeting examples for doctors, dentist, real estate agent, lawyers and other professionals. A doctor’s practice typically either has a secretary or the doctor themselves to take calls. It’s vital that you have a different voicemail based on the area of the practice the patient is calling. The information differs, but the tone of voice remains the same. It should be warm yet professional because many patients will be distressed or worried about potential symptoms and conditions.