It works, thanks.
For any other readers, I found the default location of the VoiceMail wav files is to be "C:\Program Files\3CX PhoneSystem\Data\Ivr\Voicemail"
There is a subdirectory "Extentions" and then under this, all the various extentions that have VoiceMails waiting for them. I wanted to move this to my E-Drive and have created the following folder:
"E:\WorkSpace (no backup)\3CX Phone System\Data\Ivr\VoiceMail"
...and entered the following parameter:
[VoiceMail]
voiceMailDir = "E:\WorkSpace (no backup)\3CX Phone System\Data\Ivr\VoiceMail"
After restarting the various 3CX services, the "Extensions" subdirectory was automatically created. Upon the first VM left, the extension subfolders were also created.
Thanks!