Welcome to Android Central! It depends on your wireless service, not your phone. Check your wireless service's website, and search its support area for voicemail FAQs. Or call your wireless service and ask someone.
Yes, check with your carrier. For verizon(might work for you, ymmv) :
How do I check my Voice Mail if I'm not using my mobile phone or if I'm outside the service area?
To check your voice mailbox outside the Verizon Wireless network or from any phone:
Call your 10-digit mobile phone number.
Tap # to interrupt your greeting.
Enter your password and tap #.
Sent from my Verizon Samsung Galaxy Note 3