Have you programmed the Voicemail Ports to have an extension number? If so, did you put those extension numbers into a hunt group (hunt group needs to be a voice mail type hunt group)? Is there a General Greeting recorded? You should be able to either dial the access code for the hunt group or the individual extension numbers of the voice mail ports. Just want to know where you are at for programming.
Depending on whether the set you use has a voicemail box or not will determine where in the voice mail system you will be. If you have a mailbox on that set, then you will hear the greeting of that mailbox. Just press * once and you will be at the main greeting and you should able to access the menu options. If there is no mailbox for that set, you will immediately hear the main greeting.
If you have a small system and a few extra mailboxes, I like to program mailboxes that have single digits. This will allow someone anywhere in the voicemail system to press that digit and have their call perform the desired action (transfer to an extension, info mailbox, leave a message mailbox, etc...). This does not work well on larger systems that require multiple menu node mailboxes.