You can set your out-of-office voice mail and email messages by opening Office 365 on a non-work computer.

Run Office 365 by clicking on this link
https://www.office.com/apps?auth=2&home=1

Use your email address as the login, and enter your Windows password:

Set your out-of-office voice mail message

** Conditional on you having your own headset connected (bluetooth or usb) to your personal computer 
In Apps, click on Teams
Click on the 3 dots next to your picture in the upper right
Click on Settings
Click on Calls
Click on Configure Voicemail button
Put on your headset
Click on Record a Greeting
Follow the audio voice mail prompts

Set your out-of-office email message

Click on the 9 dots in the square in the upper left to bring up Apps
Click on Outlook
Click on the Gear (settings) in upper right corner
Click on View all Outlook settings in lower right corner
In the middle layout panel click on Automatic Replies
Follow the on-screen prompts