In the UK, O2 is the only mobile operator to offer Visual Voicemail. Other networks offer a service where you call an automated phone service to pick up voicemail - or you can try an alternative visual voicemail such as HulloMail.
Here’s how Visual Voicemail works. If you have new voicemails, the Slide To Unlock slider will instead say Slide To Listen. This will jump you directly to your voicemail page. If your phone is unlocked, you’ll see a red number on the Voicemail button at the bottom of the screen. Tap this button to retrieve your messages.
Unplayed voicemails have a blue dot next to them. Tap the message to begin playback. Tap it again to pause, or use the on-screen slider to fastforward or rewind a message, if you didn’t quite catch the details.
Tapping the blue arrow next to a voicemail message will take you to the person’s contact information and show the time and date the message was left. To call the person back, just tap the Call Back button. Tap Delete to get rid of the message entirely. To record your voicemail greeting tap the Greeting button in the upper left corner of the Voicemail screen.
This How to Set Up Voicemail on iPhone 5 article taken from :
The Complete Guide to the iPhone 5