The voicemail screen has nothing to bring up a keypad. Some messages you need to respond by hitting a number, but I can't find where to bring up the keypad?
Welcome to Android Central! What do you mean by voicemail screen? Do you mean that you're calling your voicemail using the Phone/Dialer app, or are you accessing the voicemail using a Visual Voicemail app?
You're not connected to anything at the time you're reading or listening to a voicemail (except Verizon's VM server), so you can't respond That "press" prompt only works if you answered the call.