When I go to set up voice mail, it asks me to enter a voicemail code, add a 4 digit number and then it asks to confirm that code, I hit done and it tells me that voicemail is currently unavailable, try later.
Your iPhone does have a voicemail password, but you only have to enter it once and many new iPhones set it up automatically. However, there still needs to be some form of authentication between your carrier and your iPhone to download your voicemails. Even though you don’t see it, your voicemail password still exists.

Now select “Greeting” in the upper left of the screen. Tap “Custom” and then “Record” to record your personalized voicemail greeting.
From the My Phone Service page, scroll to My voicemail and select Set up voicemail. Choose your voicemail box type. Select Advanced voicemail (suggested method), and then select Next. Subaccounts voicemail access and phone number assignment. Add name and assign each phone number a name to easily identify who is using the line. Select Continue.