Go to the Messages view in Skydeck. Click the row of the voicemail you want to hear. Near the bottom of the screen, you will see a small player that lets you play, pause and control the volume of the voicemail.
If the player does not appear, you may not have the correct QuickTime plug-in for your browser. Either update QuickTime, or use the separate “Download Voicemail” link. After downloading the voicemail, use QuickTime or iTunes to play the file.
The Skydeck voicemail is currently encoded as a GSM encoded wav file. This is usually played easily in QuickTime or iTunes. To play in Windows Media Player or other players, you may need to download and install a separate codec.