3. Enter your Pin Number. You will need to know your pin or passcode in order to check your voicemail. If you don't have this code, you will have to retrieve it from your carrier. You will hear instructions to input your pin. Hit the pound key after you enter your pin. Follow instructions on how to listen to your voicemail. It's usually to push a certain number (like 1). That's all there is to it. You should be able to hear your voicemail messages now.
6 hours agoWhen you have new voicemail, the Phone tab in the Skype for Business main window displays the number of your messages. Click the Phone tab to see your messages and the caller’s info. Pause on a voicemail picture area, and click the arrow to Play. Click More Options, and select one of the choices, such as: Call the contact.

These were some of the solutions to fix your voicemail not working on your iPhone. The fact is, voicemail may stop working correctly for various reasons.
Context does matter here. If the caller would reasonably expect you to answer the phone (such as if they were calling a store or other place of business), an apology for not being able to get to the phone makes the most sense.