You can transfer a call to a voicemail box by initiating a blind transfer to *98 EXT (where EXT is the extension number for the voicemail box you need).

For example: you are on a call and the caller wishes to leave a voicemail for Joe Smith.  Joe's extension is 1150. You transfer the call to *981150

Tip:  You can program a "User Speed Call" Key (with *98) on your desk phone.  Pressing it will add the "*98" part for you.  For the example above: Transfer Key / User Speed Call Key / 1150