You do need a visual voicemail for the last option. That is something that is provided by your cell phone provider and most cell phone provider have it by default. if you don't see it, call them and see if you can add it.
I got a new cell phone recently. As the world stood in line to pick up the latest iPhone 8, I graduated to the 6S. I pride myself on that actually. As with all new phones in the 21st century, the voicemail must be set up anew. I used the default message for the first few days, but finally settled down to record a more personal greeting.

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Open the dial pad on your mobile phone. You can see the Voicemail hot button (in most cases, it is the number ‘1’ on the dial pad). Press & hold that button, and it will take you to the Voicemail directly. You can also go to the Voicemail from the phone menu.