He was talking about what you put on the buttons of the phones. You are talking about the software that lets you administer the phone system.

Depending on the type of voicemail system you have, you may also need other software to setup the voicemail.

Having message lights on multiple phones for the same VM box is actually more complicated then it would seem, and it involves creating phantom DNs on each phone, with a PhDN MW, creating ownership, and creating 2 notification templates in the voicemai box itself.