How to unlock voicemail

Call your voicemail box xxxx, listen to the main menu/options.

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.

Contact your carrier, voicemail is their service.