Just to clarify what DND ON is saying... Because the phone systems are networked, does not mean the voicemail systems are networked, they are still unique local only services to that specific to each site. The voicemail systems do not share information and are not aware of other voicemail servers in the network.
The most common way to accomplish this is to use one site to host all voicemail boxes, and sometimes all voicemail services including CRA and other services. This is usually preferred as the alternative is a bit more expensive and complex.
True voicemail networking requires an additional license at each location, and an in-house SMTP/POP mail server for the voicemail systems to use to transfer messages back and forth... Been many years since I have setup one of these scenarios.