If you have admin privileges, 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."
For a list of supported languages, see Languages for voicemail greetings and messages.
To change the language that Skype for Business uses for everyone in your organization, do these steps:
If you have admin privileges, sign in to Office 365 with your work or school account.
Go to the Office 365 admin center > Company Profile and use the drop down to select the language.
There's no way to change the system language for only one person in your organization.
Do you want to record your outgoing voicemail message? See Change your voice mail greeting.
Related articles for the admin
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.