Welcome to SO. Your package should have included a booklet titled something like "SpeakOut Quick Start Guide." There should be chapter in there called "Enhanced Features" that explains how to set up and use the voicemail service.
Hint: Do the set up and configuration using a landline to avoid burning through several minutes of airtime.
This site is run by a 7-Eleven Speak Out Wireless customer. I am not a 7-Eleven employee, nor do I receive any compensation from them for providing this site. The goal is simply to share consumer information with others.