Setup Teams Voicemail
Adjust your voicemail settings
To change your voicemail settings, select Settings and more 
next to your profile picture at the top of Teams and then choose Settings > Calls.
In the Voicemail section, click Configure voicemail. That's where you'll find all your voicemail settings.
Voicemail greeting
To record a new voicemail greeting, select Record a greeting and follow the instructions to record your message.
You can find more information on this link Manage your call settings in Teams
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