I can't seem to setup my voicemail

I have an iPhone 6s plus, I got it about a month ago. I have at&t and well my problem is I can't set up voicemail, I've tried resetting the network settings twice now and that didn't do anything at all except for give me anxiety that I reset the wrong thing. Anytime I go into voicemail it gives me the option to call voicemail but doesn't really do anything.

I guess my question is... is this a phone problem or is this a carrier problem?

if it is a phone problem how do I fix it?