To set up a custom voicemail greeting in Zoom, do the following.

1) Click on your initials in the upper right hand corner and choose SETTINGS.  

2) On the pop-up window, on the left hand side, select PHONE.  

3) A little more than halfway down the main window you should see an option for CALL CONTROLS.  Click the button there that says MANAGE.
4) On the Call Control window that pops up you should see towards the top, on the right hand side, a link for MANAGE ON WEB.  Click that.

5) On the webpage that opens, you should have 4 options along the top, History, Voicemail, Recording, and Settings.  On the SETTINGS tab, scroll down to CALL HANDLING.  

6) You should see an option here to set up your Business Hours voicemail greeting (GREETING & LEAVE VOICEMAIL INSTRUCTION) and an option to set up your Closed Hours voicemail.  

7) If you don't want to use the Default greeting, you can click the link for AUDIO LIBRARY to add your own.  On the Audio Library screen that pops up, click ADD AUDIO.

That should get you most of the way there!