Yes, you can.
In case you are using either the Zero app (our most basic app) or the Oak Tree app (our IVR app), you can set up your flow to give your callers the option of leaving a voicemail in case none of your agents is able to answer the call.
In case you'd like your callers to leave a voicemail in any other specific instance, you can use the App Builder to create a custom flow.
You can use the Voicemail applet at any point in the flow to allow the callers to leave a voicemail.
You can read more about the App Builder here.