IPhone doesn't give me option to setup voicemail?

So I have voicemail messages pending. Whenever I press the voicemail icon in the phone icon, it just starts to call the voicemail but it just gets disconnected. I have never set it up & it's not an option in the phone settings either.

It's probably your operator.mine works well

Voice mail is not part of your Iphone, it's part of your providers service package. Follow the instructions you received when you signed up.

Guide to using an iPhone on giffgaff
fgaff.com/app/answers/detail/a_id/628/~/guide-to-using-an-iphone-on-giffgaff%3F#voicemail

Setting it up
fgaff.com/app/answers/detail/a_id/598/session/L2F2LzEvc2lkLzZOM1hCZzVs

Note that most voicemails can be accessed by pressing and hold in '1' on the dialer (the SIM sets it), no matter what the phone other settings are.