First, log into your Zoom account in a browser (not the app). As a reminder, login in with Google using your email address.
In Zoom, click on Phone on the left-hand side:

If you have not previously setup voicemail you will need to click Setup here:

Now click Settings on the upper right:

Scroll down until you see Greeting & Leave voicemail instruction:

There are 3 different ways to record a message. You can simply write out the message and have the voice of choice record the message, you can pre-record and upload the message, or simply record the voice message and make it live.
To record via computer generated voice choose Text to Speech:

Type in the message you would like in Message to play and then choose the type of voice you would like by clicking the menu option for Voice:

You can, also, prerecord a message with an app like Quicktime and upload it via the Upload option:

You can record a voice message directly with Record by Computer:

For all these options choose a Category of Leave Voicemail Instruction and then press Add to save:

