how do I activate voicemail when I have not used it before?

Voicemail is a carrier feature. Contact your carrier

Voicemail is a carrier feature. You will need to check with them about activating and any password requirments. Once you get that, you can touch on the Voicemail button in the phone app. If there is a carrier profile it should be set to make contact with the carrier's voicemail system. Then if it does prompt you for a password, you will already have that info.