How do you replay the voice mail again on I phone 10 (XR). I am unable to play it after listening once.

If you are referring to visual voicemail, if you have not deleted the voicemail, look for it in your list, and tap on the name area.

That will open the voicemail back up again, and you can tap on the PLAY arrow to play the voicemail again. You also have access to the audio button to change it to speaker if desired and the scrubber bar to move to any part of the message.

Save it on the iPhone or on the Carrier's server.

VoiceMail (Visual or Normal) is a Carrier Specific feature. Contact your Carrier (Cellular Service Provider), the agency that issued the SIM / eSIM to you.