Voicemail messages are e-mailed to the address you specify for each mailbox. The audio is attached as an .mp3 file.
Alternatively, you may call (855) 212-9900 to check your messages. Note that this will only work if you call from the phone number (usually your mobile) you used during set up of your account. If you have extensions set up, you may dial 99 to check your voicemail.