You can access all your voicemails by selecting the Phone menu option from the left-hand navigation bar and clicking on the All voicemail tab under the Voicemail section. Here, you can manage your voicemails, including listening to voicemails, deleting voicemails, and more.
In the All voicemail page, you can filter your received voicemails to easily check a voicemail from a certain contact. Just enter the contact name or phone number in the Filter voicemail field at top right to populate a list of options related to your search below.