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. 
“People often assume the voice mail lives on the phone when in fact it lives in the carrier's server. Verizon Wireless spokesman Paul Macchia said the company has a deal with CBW Productions that allows customers to save greetings or voice mails to CD, cassette, or MP3.”

VirtualPBX provides every extension owner in your company with custom routing. If the employee isn’t available, the call will go to the personalized business voicemail account for that employee as a result. In this way, each employee can have a business greeting for callers. Similarly, you can set up voicemail boxes for departments or your company as a whole. Even if the call goes to a phone that already has personal voicemail, we can make sure your business calls only go to your business voicemail system. People that call the employee’s number directly get personal greetings, those that go through VirtualPBX get a business greeting.
Out of town? Your callers should know. Let them know with the following vacation voicemail greetings.