Derek,
Voicemail is handled by the system (as part of Unified Messaging) as an attachment to an E-Mail.
So, you set a mailbox for the Workgroup so the system knows where to send the email (with attachment) to.
Then you configure the Workgroup (either via Attendant, or the "Routing" option on the ACD Tab) to monitor that mailbox for incoming email.
When someone leaves a VM message, it is attached to an email, sent to the WG mailbox from where it gets picked up and routed to the Queue as an e-mail interaction and then sent to a User.
I hope that makes sense!
Also, do be aware that your agents will then require at least an ACD Media 2 license (Calls and E-Mails) to recieve both types of interaction.