Welcome to the Fido Community!
You can try a few options.
You can play the voicemail on speakerphone and record it on your computer or a voice recording device.
Play it on speakerphone and use a voice recorder app on your phone and record it.
Depending on the phone you have you can install a call recording app and record it while you are listening to the voicemail.
Welcome to the community!
If you have access to a computer and a male-to-male 3.5mm audio cable, you can also save the voicemail(s) without having to play them through a speakerphone (see here).
Hope this helps 😀