Voicemail

See -> Set up your voicemail on iPhone

Set up your voicemail on iPhone – Apple Support (UK)

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In the Phone app , Visual Voicemail (available from select carriers) shows a list of your messages. You can choose which ones to play and delete without listening to all of them. A badge on the Voicemail icon indicates the number of unheard messages.

Note: Voicemail, Visual Voicemail, and Voicemail transcription are available from select carriers in select countries or regions.

Set up voicemail

The first time you tap Voicemail, you’re asked to create a voicemail password and record your voicemail greeting.

1. Tap Voicemail, then tap Set Up Now.
2. Create a voicemail password.
3. Choose a greeting—Default or Custom; if you choose Custom, you can record a new greeting.

Have to call to get my messages

Yes, that is normal, you need to call your voicemail box, to listen to your voicemail messages.

Which voicemail box number you should call depends on your carrier, the voicemail settings are controlled by your carrier, so contact your carrier.