According to your description, this issue is more related to Cisco Manager Expresss, which we do not support. In order to get better response, we recommend you contact Cisco supporter to verify if this solution works for you.
In Skype for Business, if you want to connect to the Microsoft Cloud Voicemail service, you should firstly deployed hybrid connectivity between on-premise and online environments. Then on-premise user must enabled for Enterprise Voice and Hosted Voicemail in Skype for Business Server. For more details about it, you can refer to:
If the response is helpful, please click "Accept Answer" and upvote it.