You can use an auxiliary cable and the Sound Recorder application built into Windows.
The auxiliary cable will need to be plugged into the microphone jack on your computer.
Once you have your iPhone hooked up via the auxiliary cable, open Sound Recorder by going to Start and typing “Sound Recorder.”
Play the voicemail on your iPhone and hit record on Sound Recorder as soon as you do. When the voicemail is done playing, hit “Stop Recording” and select where you would like the file to be saved. Sound Recorder will save the file as WMA, but not a good file format for archiving your voicemails. To convert the WMA file to MP3, there are a variety of free programs you can use, such as Switch.
Thank you “How to Geek“