Office 365 Business Premium only provides Skype for Business BASIC client, this does not include voicemail & call-forwarding features.
To upgrade to Skype for Business Full version, you need to uninstall Skype for Business 2016 and install Skype for Business 2015.
1) Download the Office 2016 deployment tool (https://www.microsoft.com/en-us/download/details.aspx?id=49117)
2) When downloaded run the application and extract the files which will include the configuration file and setup.exe application.
3) Set the "configuration.xml" file as follows:
- Product ID to "O365BusinessRetail"
- Add the following line "inside" the <product> tag: <ExcludeAppID="Lync" />
- Double check the "bitness" of the installed version.
A sample file is attached for you.
4) Once done, open an elevated (Run as Administrator) command prompt or Powershell. Navigate to the folder you extracted the files too.
5) Run the following command:
setup.exe /configure configuration.xml
6) Once the installer has finished (if you selected "silent" mode, you will not receive any notification of the completion).
7) Now run the installation package, available from the Welcome email (how do I resend a welcome email?).
8) Once installed, please run all available Office and Windows updates to update to Skype for Business 2015.