There are various ways you can listen to your voicemail on-line, some services you will need to pay for and some you won't.
It also depends on what phone you have or what phone company you are with, but there are options for everyone!
Here's a quick list of your options:
You could access your voicemail from an on-line calling service. The most well known of these would probably be a googlemail account.
You will need to make sure that you install the Google voice chrome extension. To listen to your voicemail in this way you will have to forward calls directly to Google voice.
Sign into Google Voice and check your inbox, as this is where any voicemails you have will be waiting and you can listen to. Or if you have your messages emailed to you, you can listen to them from your email.
In some cases you can listen to your voicemail through the phone companies website. They can even send you an email when you receive a new voicemail.
To do this you will have to create an online account with your phone company. There should be a voicemail or messages page where all your waiting messages are. Here you can click to listen to the message. You could even download them onto your computer so you can then listen to them whenever you want.
There are also specific websites that are designed to let people listen to their voicemails online. A few of these are: