In order to receive emails with voicemails, you'll need to set that up in your ShoreTel Connect application. For a Mac, you can go here for download. For Windows, you'll go here.
You'll go to preferences, where you'll land on this page:
You'll then go to the notifications tab along the left. It should look similar to this:
You'll then check the first 2 boxes and add an email address for where you want the voicemail to be sent.