Setting up voicemail years after buying a phone;

I bought a new iPhone two years ago but never set up transferring my old Voicemail over. Others can not send me a Voicemail. Only in Florida could I get voicemail messages. Not in Ca. How do I set up a Voicemail when I had one previously? I do have a pin and could listen to messages if I got them; I just don't get any and friends are frustrated that I do not have it.