How do I know I have voice mail?

It will show as a red dot (“badge”) on the Phone icon. There will be a number in the badge that is the number of calls + voicemails since you last checked. To see the badge and contents you must turn on Allow Notifications and Badges in Settings/Notifications/Phone.

VoiceMail is a specific carrier's service. Contact them and ask if they can offer you that service.

Regards

Giulio