Incoming calls not given the option to leave a voicemail.

Pammy44 wrote:

I’m with O2. What/who is the ‘carrier’?

incoming phones just ring and ring forever with no option to leave a voicemail.

I have a new iPhone 14.

The carrier would be who you pay your monthly cellular data service to, in your case O2. Voicemail is also their feature you'll need to contact them to get your VM provisioned.

Voicemail is a cellular carrier feature. Seek O2’s assistance.