Your department will have its own voicemail box. Those with access to that voicemail will have a separate button on their phone, typically labeled General VM.
To set up voice mail:
Pick up the line you want to set up (General VM).
Press the voice mail button
Press 269266# (default PIN) on the keypad. This PIN should be shared with all members of the department that will have access.
At the prompt, choose option 3 for voice mail greetings
When you set up the greeting, press *1 to return to the main menu
Press 0431 on your keypad to change the PIN on the line you're configuring.
When you make the change, hang up the phone.