You can take the following steps:
Go to the left pane
Select the + button, insert the Voice Prompt name, and upload the file. For IVR, you will need to upload all Voice Prompts for each IVR option
Once the files are uploaded, click Save
Click the IVRs tab
Select the + button
Insert a Name for your IVR, select the Welcome Voice Prompt uploaded file, edit the No of Repeats, and click the + button
Select a Key, Entry Voice Prompt, Distribution, Intelligent Call Routing, Team, Team Role Assigned, and + Add Tags if you wish. Keep in mind that you will need to add an individual action for each key pressed
Click Settings - Marketing
Click the Campaigns tab
Search for the Campaign(s) that have the phone number you would like to set up the Voicemail, and click Edit
Select Send to Voicemail in the Missed Calls field, select your Voicemail in the Voicemail Message
Click Save