Set up your Voicemail 

Click on your initials/profile image in the top right corner of the Teams app and select Settings > Calls.

Under Voicemail, select Configure Voicemail.

Select Record a greeting to set up your voicemail message.

Check your Voicemail

Go to Calls Calls button > Voicemail. Here you can view to your voicemails. 

Click on the voicemail to play the message. To return their call, click the three dots and select Call back.