Microsoft Teams calling feature has a Voicemail option available
You access Teams voicemail, open Teams via your Desktop Mac or PC app (Instructions here are for those types of devices, Desktops will need a camera & mic. A laptop would be best).
This video shows how to setup & use the Voicemail feature in Microsoft Teams. Whn you call or video call someone and they don't answer you can leave them a voicemail if this is setup. This is NOT tied to your current voicemail system and exists only for Teams communication.