Setup Voicemail on MAC
With Skype for Business open click the Skype for Business at the top left of the screen. Then choose Preferences.
In the screen below click on the Calls icon and then click the Change Voicemail Greeting button then follow the prompts
Setup Voicemail on Windows
With Skype for Business open, click the Dial Pad button.
In the screen below click on the Voicemail button then choose Change Greetings. Then follow the prompts.