Most recent update voicemail

iPhone voicemail first said had to call to get voicemails.

If you use carrier voicemail:

You need to call your voicemail box number -> xxxx to listen to your voicemail messages.

When you call your voicemail box number, listen also to the main menu option.

An example how it works with my carrier:

Call xxxx and press 11 for the main menu. Choose 2 for the personal settings of your voicemail. Choose 3 for PIN code and choose a 4 digit code. You can also change your pin code here and indicate when your voicemail should ask for the pin code.

Which voicemail box number you should call depends on your carrier, contact your carrier or do a Google search.

will not allow me to set up vm even though it says set up.

You have to turn ON you carrier voicemail.

An example from my carrier:

Call 12331 (free) to turn On my voicemail.

Call 12330 (free) to turn Off my voicemail.

If you use Visual Voicemail messages:

See this Apple article: Check your voicemail on iPhone

https://support.apple.com/en-au/guide/iphone/iph3c99490e/ios