You have to set up vmail and to do that very first time you have to use your mobile phone. After that you can access vmail through mobile phone or from any other phone. Initial set up cannot be done using 'other' phone calling access number.
To add to @dust2dust , did you set up voicemail? I know that sounds stupid but some think it's automatic. Also, do you have your phone set to ignore unknown numbers?
iphone or Android? Do you know if your phone has been enabled for volte yet? What about when you choose to ignore the call? What about when you're on a call?
