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.
If you never recorded one and want to record or change a voicemail greeting, you've come to the right place. The process is very simple. You'll just have to click the green phone icon, the same place you make calls, and navigate to the voicemail screen. On the voicemail screen, you'll see a greetings option on the top left.

From the Skype for Business desktop app (if you are running Click-2-Run build C2R 8201.1002 or later), select Set Up Voice Mail. Change your Call Answering Rules You can change what options your callers have when they reach the voicemail service; get disconnected, hear your greeting, record a message, choose to be transferred to the number or user you select. Change your prompt language This is the prompt language that is played to callers. For list of supported languages, see Languages for voicemail greetings and messages from Skype for Business. Configure your Out of Office greeting This is the customized greeting message that is played to callers when your status is Out of Office. This option can be activated "Always," when you have an active "Auto Reply" in Outlook, or whenever you have an out-of-office calendar appointment.  Where you can get your voicemail messages from
Step 3: Once the call is underway, click the 3-dot menu button that you can see on the top-right corner of the phone’s screen.