Per this uservoice, potential workaround is to create a user account and configure that account to put calls straight for voicemail (with email of a voicemail set to go to an individual or team).
In terms of access to voicemail from outside? AFAIK it's only available within Teams - like the IOS/Android and Desktop app currently. I can't see any uservoice for being able to call into voicemail to access it (like a mobile phone service). If this is something you would like I would raise a uservoice at the site and get others to try and vote for it.
Note - this all assumes you are using Microsoft for calling with Phone System and Microsoft Call Plans. You can configure it differently with Direct Routing where you are connecting a voice service hosted elsewhere.
@LaurentCousin the voicemail is an audio file attached to an email in your users mailbox, you can view it though email or Teams. There isn't a way to dial in and listen to it. As an email you could open it from another mailbox if you have permission, or set up rules to forward it to other people.
This did used to be a feature many years ago when Exchange provided voicemail, you could even get it to read out your email or calendar. I never used it, and it didn't become part of the Online versions.
You know increasingly I see large companies choosing to turn off Voicemail entirely, if I wasn't available to speak send me a message through chat or email, I'll only end up calling you back and then speaking to your voicemail.