From the Visual Voicemail inbox, tap a message to open it.
Tap the voicemail sender's number.
Tap 'Create new contact'.
Edit any of the info (e.g. name, phone, address, etc.) then tap Save (upper-right).
Depending upon the account type, the options presented may vary.
To add a pause (a 2-second delay between numbers) or wait, tap *#, tap Pause (,) or Wait (;) then tap Save.
To change the type of a selection (e.g., Phone, Address, Date, etc.) tap the Dropdown menu located to the right of the selection then select the desired choice (e.g., Mobile, Work, Birthday, etc.).