Yes you do. At least all service providers I've ever used would send me an SMS once I was back online, saying "You have a missed call from XXX-XXX-XXX from 27.01. 2015 13:25. Please, call them back. Have a nice day.". And what's better, the service provider makes it seem like it was sent by the other person (will appear under their name), so calling/texting them is just a step away. That is the reason why I don't use voicemail and also why I hate when the person I'm calling does have it. If I am unavailable, why should the other party pay for it? It is my problem, so I call back once I'm back online. I'm not saying people shouldn't use it (I wish they wouldn't, though), but I don't see the use in my case.