Step 7: Touch the Play button to hear the recording. If you are happy with it, you can touch the Save button at the top-right of the screen. Otherwise you can hit the Record button to record a new message.
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

While discovering the function may be a little tricky on your own, have no fear because setting up voicemail is actually fairly easy. Just follow the instructions below and you’ll be able to easily memorize the steps if it ever becomes necessary in the future again.
Once done recording, go to the Voicemail greeting to find all the recorded voicemails. Click on the "Play" button beside the name of the voicemail to play it. To change the name of the recording, tap on it, and enter the name of someone who called you and set it as active. The caller will hear the voicemail greetings once they called you.