Hello iphoneSEuser3,
Thank you for using Apple Support Communities! I understand that you have a question about whether voicemails are included in an iCloud backup. I would be happy to help provide more information to consider.
In most cases, just the password to your Visual Voicemail is included in an iCloud backup. The voicemails themselves are usually stored on your carriers server. This is done automatically and there's not a specific settings to enable. You can learn more about what's included in an iCloud backup here:
What does iCloud back up? - Apple Support
If you're wanting to save a copy of a voicemail, you can do that following the steps in the resource below:
Save and share Visual Voicemail messages on your iPhone - Apple Support
As far as Verizon Cloud including voicemails in the backup, you'll want to reach out to Verizon for confirmation. Their Voicemail FAQs page indicates that you may need to use a third-party service to save a permanent copy before the voicemail is deleted from Verizon servers:
Voicemail FAQs - Setup Password, Retrieve & Delete Messages
Cheers!