Basic voicemail, no, not directly.
Visual Voicemail, again, not firectly. You can download to the phone and then to the computer to listen.
To hear the voicemail directly on the computer, without a lot of transferring - use Google Voicemail or YouMail - it will send you an email with a transcript (sometimes accurate, sometimes not) and a link to listen to the voicemail. The initial setup with Google Voicemail or YouMail is not hard, and once set up, it just works. I prefer the Google Voicemail, but both are free, and you can try them out to see which you like .
