When you have new voicemail, the Phone tab in the Skype for Business main window displays the number of your messages. See Contact Card opens the caller's contact card, which lists their phone number, email address, office location, and so on. Open Item in Outlook provides more information about the call.
To force close Phone, on iPhone X and later swipe up until you see the apps in task view, then swipe up again on Phone. On iPhone 8 and earlier double press the home button, then swipe up on Phone. You will see all the open app cards.

You can record custom messages right from your dashboard using Dial-and-Record, which allows you to record it through your phone. Then, once they’ve been recorded, they’re saved in your account to be placed in any section, such as for the welcome greeting, menu prompt, or voicemail greeting, in addition to other sections. Enter the number of rings between 0 and 9, or press #. If you choose 0, calls will go straight to your voicemail without ringing first. If you choose # calls won't go to voicemail at all. The phone will ring until you answer or the caller hangs up. Follow the voice prompts.
Step 2: If your phone is able to use Visual Voicemail, you will see a Set Up Now button. If you don’t see this pop-up or your phone starts to call the voicemail, your phone will not be able to use Visual Voicemail at the moment. You can call your providers and see if you can get it if you want.