You actually can check another extensions vmail, it only depends on how you are to dial into the main voicemail box number. You can route a DID via an inbound rule to route to 999, if this is your main vmail number for example, Or use the 3cx app on mobile, IOS, or Android then no external number is required. However you do this all that remains is to press the '#' key when you hear the prompt to enter your vmail pin, you will then hear the 'Enter the extension number' prompt, after this is dialed, enter the voicemail pin number of the extension you wish to hear the vmail of and follow the prompts, that's all there is to it.