No it is not the same as 3300 or SX-200.
What I normally do is use the function "Making a call on a third-party phone"
You need to make sure that the extension PIN has been change from default first. You then dial #36<ext><PIN> and the number you want to call(i.e. voicemail)
So if you wanted to check VM for ext 1234, their PIN was 5678 and voicemail is 899 you would dial, #36 1234 5678 899.
You could also look at the feature for remote control.