To setup voicemail on Moto G Play, follow the steps below
Step 1: Go to the "phone App".
Step 2: Swipe left to show recent calls log.
Step 3: Tap on the 3 dots at the top right side of your screen.
Step 4: Select "Settings".
Step 5: Now touch voicemail and select advanced settings.
Step 6: Select "Setup".
Step 7: After typing in your voicemail number, tap "OK" to confirm.
That's all. You have set up voicemail on your Moto G Play.