If you are an Office 365 global admin, you can set up Skype for Business to say its default voicemail greeting in another language. The default system greeting is something like "Please leave a message for John Smith. After the tone, please record your message. When you finish recording hang-up or press the pound key for more options."
First, read this important info:
The languages that are available to you are determined by the location of your tenant. For example, if your tenant is located in the United States, you can set the default language to English or Spanish. If your tenant is located in Canada, you can choose between English and French. For a list of supported languages, see Languages for voicemail greetings and messages.
There's no way to change the system language for only one person in your organization. You can only change the system language for everyone on your organization.
Do you want to record your outgoing voicemail message? See Change your voice mail greeting.
Change the system language for everyone in your organization
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Set up PSTN Calling for Skype for Business: Do the steps in this article to set up Cloud PBX and PSTN calling. This way your users can get voicemail from callers outside of your business.
Plan for Skype for Business Cloud Connector Edition: If you're using your own PSTN calling plan, follow the steps in this article to set up Skype for Business Cloud PBX Voicemail so you can get voicemail from callers outside of your business.