You need to first get your carrier's voicemail number.
Click on your iPhone's phone button.
Then click on the Keypad tab.
You need to then add the following code: *5005*86*xxx#. Here xxx would be your voicemail number.
For an example my voicemail number is 600 than I write:
After entering the code you tap call.
This results in the code being set.
Thats all, tap now on the voicemail button and it should automatically call your usual voicemail service.