VM is done differently by each carrier, it doesn't depend on the phone.
Call your VM number and listen to the prompts. There should be one about setting it up. Follow that, put in the "hello, I'm too busy watching grass grow to be bothered answering your call" recording and you should be good.
If you can't find it, or figure it out (millions of peope can't), call customer service and ask them for help setting it up. They love getting calls they actually have the answer to, there are so few of those.