Your Agents can set their own VM Greeting under the Notification Bell, additional details here.

1.  To configure  voicemail for individual users, go to Settings>Users>User Accounts.  

2.  Search for the user whose voicemail you would like to set up, and click on the Edit icon to the left of their name.    

3.  Scroll down to Voicemail Options.  Here you can record a voicemail greeting, view numbers associated with the user, and configure Voicemail behaviors.

Note:  Make sure to un-check the Use System Voicemail Settings box.  To learn more about system voicemails, see our support article here.