how do I Save a voicemail without visual voicemail

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

With most carriers voicemails are saved on the carrier’s voicemail server until you delete them. Note that there is a rather small limit on the server (typically 40 messages), so if you aren’t paying attention and allowing them to accumulate callers may be told that the voicemail box is full, and they won’t be able to leave a message.