Once you have the server side configured, you'll probably want to test the system, though doing so may seem a bit impossible given the fact that you don't have it connected to anything tangible. There are a couple of tricks for testing at this stage. One, you can use the Exchange Management Shell with the Test-UMConnectivity cmdlet to see if the system is configured properly. You might also consider using the UM Test Phone, which is a softphone (like Skype) that lets you call your Exchange UM server and test how the auto-attendant works.
Personally, I wanted to go beyond the testing; I wanted to see my Unified Messaging server role in action -- but not on my live production network. So I contacted the Microsoft Exchange group and the Unified Communications team for assistance. With their guidance, I was faced with the decision of working with a Fonality Trixbox server, which felt a bit beyond my capabilities because it required some Unix background and telephony know-how; plus, I would need an FXO (foreign exchange office) card for inbound/outbound PSTN (the standard public telephone switching netwoek) calls as the most cost-effective solution. I could also have picked up an AudioCodes or Dialogic IP gateway, which would give me all the functionality I needed to perform a front-to-back test of unified messaging.
I went with an AudioCodes MediaPack, which included two FXO ports and two FXS (foreign exchange system) ports. For those of you not fluent in FXO/FXS (neither was I before this), the FXO ports are what you attach to your PBX or directly to your PSTN line. You connect the FXS to your test phones.
Anyhow, the MediaPack is an amazing little box! Within a couple of hours (because my Exchange Server's Unified Messaging role was already installed and set up), I could use an outside line to call into my organization, have the Exchange Server pick up the call, leave a voice mail, have that voice mail delivered directly to the inbox of my test user, and have the contents of that voice mail translated and put in an e-mail for easy perusal. My test user could call the auto-attendant, retrieve that voice mail over the phone, and make calendar adjustments.
Note: While I waited for the AudioCodes box to arrive, I contacted Ralph Musgrove, who works for Concord Fax (currently the only provider of Exchange 2010 Fax Services that integrate with unified messaging), who invited me to Miami where we ran a bunch of tests with unified messaging. I've posted videos of the tests.