Hi,
Please refer the below articles for the planning and step by step implementation of the Exchange & Skype for business integration.
Also, for dialpad, please make sure user is enabled for Enterprise voice.
https://learn.microsoft.com/en-us/skypeforbusiness/plan-your-deployment/integrate-with-exchange/unified-messaging
https://learn.microsoft.com/en-us/skypeforbusiness/deploy/integrate-with-exchange-server/exchangeunified-messaging-for-voice-mail
http://blog.schertz.name/2015/10/skype-for-business-and-exchange-um-integration/
http://cloudexchangers.com/exchange-2016-um-integration-with-skype-for-business-2016-servers-2/
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