Open the Phone app
Tap Voicemail
Select the voicemail you want to save
Tap the Share button
Choose Save to Files, AirDrop, Messages, Mail, or another app
Select a location or recipient
Tap Save or Send
To keep it in Notes, open Notes and paste or attach the voicemail file
To save it on a computer, AirDrop it or send it to yourself by email
To save multiple voicemails, repeat the same steps for each one