The Light Phone II does not have visual voicemail. There is no place on the device itself to view your voicemails visually. Voicemail is handled by your carrier.
Typically, calling your own phone number brings you to your voice mailbox. Sometimes a PIN is required if you set one for your account. Carriers may also have web portals for accessing voicemail visually. Please check with your carrier to understand more about your voicemail.
Some users will save themselves as a contact in their Light Phone II called "Voicemail", and you can easily search for that contact to call and check your voicemail.