1) Welcome to the Party!
2) As you are obviously new here, I have some suggestions to help us all help you:
When you post, please post your entire configuration including (but not limited to) your installation method and vicidial version with build.
This IS a requirement for posting along with reading the stickies (at the top of each forum) and the manager's manual (available on EFLO.net, both free and paid versions)
You should also post: Asterisk version, telephony hardware (model number is helpful here), cluster information if you have one, and whether any other software is installed in the box. If your installation method is "from scratch" you must post your operating system and should also post the .iso version from which you installed your original operating system. If your installation is "Hosted" list the site name of the host.
If this is a "Cloud" or "Virtual" server, please note the technology involved along with the version of that techology (ie: VMware Server Version 2.0.2). If it is not, merely stating the Motherboard model # and CPU would be helpful.
Similar to This:
Vicibox X.X from .iso | Vicidial X.X.X-XXX Build XXXXXX-XXXX | Asterisk X.X.X | Single Server | No Digium/Sangoma Hardware | No Extra Software After Installation | Intel DG35EC | Core2Quad Q6600
3) Zoiper Free does not support voicemail. Says so right on the button in my version (i use an old one, of course, with more features that were not yet removed). Zoiper Biz may have what you seek, but that would be a question for a Zoiper forum I suppose.
4) You can also try the free versions of Xlite and 3CX, both good soft phones as well as Linphone (which believe it or not has a Windows version, LOL). Again we like to use older versions of many soft phones that have not yet had features removed.
Message waiting indicators are available on almost any Paid phone, but free phone distributors are often looking for an innocuous feature to remove and then offer "only in the paid".
Happy Hunting!