Click the "Answer confirmation for offnet numbers" field. (This will cause voicemails to be left at your extension's voicemail, instead of on the voicemail of your cell phone. If you would like callers to be directed to the voicemail of your cell phone, keep "Answer confirmation" turned OFF.)
Note: remember that you can check your voicemails using the mobile app, web soft phone, or portal, so voicemails left at your extension should still be accessible while out of office.