First Check if you have defined a voicemail context in /etc/asterisk/voicemail.conf, you should have something like this:

[your voicemail context]
extension => password,callerid^*,,,no
extension n. => password,callerid^*,email,,no
extension nn. => password,callerid^*,email,,|attach=yes                                                                                                                                                    ..end so on.

^*The callerid must be in the format "name <xxx>" (es. User <101>)

Second check that voicemail is called in /etc/asterisk/extensions.conf es.:

[your extensions context]
exten => _1.,1,Dial(SIP/${EXTEN},20)
exten => _1.,2,VoiceMail(${EXTEN}@your voicemail context)
exten => xxxx,1,VoiceMailMain(${EXTEN}@your voicemail context)

;VoixManager Send to Voicemail feature
exten => _3XXX,1,Voicemail(${EXTEN:1})
exten => _3XXX,2,Hangup()
 

(xxxx is the number to call for the Voice Mail checking)

(The 3 prefix (or what you need) must pe placed in the VoiceMail phone setting in the field "Send to VM prefix", see Send to Voice Mail Feature )

Third check in your /etc/asterisk/iax.conf that mailbox is active for the user  es.:

[extension]
host=dynamic
qualify=no
notransfer=no
username=extension
secret=xxxxxxxxxx
type=friend
auth=md5
context=your extensions context
dtmfmode=rfc2833
callerid=name <extension>
mailbox=extension@your voicemail context
disallow=all
allow=alaw
allow-gsm
deny=0.0.0.0/0.0.0.0
permit=192.168.1.0/255.255.255.0