When you're in a call, wait for the Add Call button to light up, so you can add a third caller via 3-way calling. Tell the other person to wait, click the button, and call yourself. Stay on the line and listen to your own voice mail greeting, then for the tone that indicates recording has begun. Tap Merge Calls. All three calls are merged—and the third one (your voice mail) is taping the other two.
Make sure Teams is installed. You can access your phone's app store and searching for Microsoft Teams or by following the instructions from the Microsoft Website.

After setting the number on your voicemail, you must also record a personal voicemail greeting. Follow the steps below. Start the Phone app. if you don’t see the numeric keypad, tap “Keypad” at the bottom of the screen. Tap and hold the “1” for about two seconds until the phone automatically calls voicemail. Immediately tap “3” to access voicemail settings. Listen to the options. On most voicemail systems, tap “2” to start the process to record a new greeting. The current personal greeting will play; then tap “2” again to record a new greeting. Say the greeting you want, and tap “#” when you’re done. To save the greeting, tap “1.” The personal voicemail greeting has been set. Hangup the phone. How to setup voicemail using a Visual Voicemail Applications
Use Your Own Voice Mail System. If you are using a phone that does not have visual voice mail, you can send a voice message directly to the voice mailbox of a phone number as long as the number is on the same cell phone network as your phone.. If you are unsure about whether or not you have visual voicemail, there is an easy way to check.