Can I setup voicemail for CoverMe phone numbers?

Yes.
CoverMe has a feature of Voicemail that reminds you about missed phone calls. CoverMe Voicemail allows callers to leave a voice message when it’s inconvenient to receive the call. Moreover, you can set an auto reply SMS to tell the caller that you’ll call back in a text message.
You can either choose default greetings of voicemail or customize your own greeting by recording. Moreover, you can set an auto reply SMS that will be automatically sent to callers when you miss a call.