It works similar to the old answering machine, with the only difference is that the old answering machine will store the voice message in the machine itself, while your phone’s voicemail system will store the voicemail in your service provider server. You can also forward the voicemail message to someone else’s mailbox.
Go to the Phone app, then tap the Voicemail tab.Tap Set Up Now.Enter your password,* then tap done.Record a custom greeting or use the default greeting, then tap Save.

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.
That way you'll get to know exactly what other people hear when they call your phone and one last thing I wanted to show you. If you don't see that play on record option on the bottom, you don't have visual voicemail. Set up on your phone and that's through your provider. So if you have at and T sprint T-Mobile or any other provider, you need to have visual voicemail.