You need to tell the phone system that there is a mailbox to cover to when the extension doesn't answer.
From the main phone:
Menu
System Program
Exit (or Start)
Extensions
More (or Right Arrow)
Group Coverage
30
Enter
The Extension Number that doesn't cover to voice mail
Enter
Home (or Exit)
If that doesn't do it, it may not be group 30, but that is the most common one used for voice mail.