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.
The best free virtual number provider at the moment is Google Voice. It trumps the competition since it gives US users a permanently free virtual phone number. You need a Google account to sign up for the service. Once you register, you will type in the city you want your number to look like it's coming from and select one of the available numbers.

A secretary in a doctor’s office creates a voicemail greeting that says, “If you have a scheduled meeting with us, we could use copies of all your medical documents from last year, so come prepared.” Using the word “could” gives patients the impression that they don’t necessarily “need” last year’s documents. See the difference between “could” and “need”? Your word choice can impact a future meeting significantly. If you want a customer to perform a specific action, you need to pay close attention to how you express your calls-to-action.
Once you have your message, you need to actually record it. The exact process varies depending on whether you’re using a cell phone or office phone, but here’s the basic process: Press the voicemail button, or press and hold 1 on most cell phones. Enter your password. Record your message. Listen to the message you just recorded. Follow the prompts to save your message. Following Up on Voicemail Messages