You can check your voicemail inbox via your phone:
- Type *123 on your phone to access voicemail.
- Provide your voicemail password.
- Type 1 to hear your unread voice messages.
By default, when the voicemail is received, a notification is sent to your email. This email, if not set otherwise, has a voice file attached to it. Detach it from email and open it in your favorite music player.