If someone has recently left you a message, you will see a notification in your recent conversations list.
Click the contact’s name in the Recent list, then in the conversation window, click the Play button next to the message.
If you can’t hear the message, try turning up the speaker volume on your computer.
After you have listened to a voice message, it is stored locally on your computer. This means that you won’t be able to listen to it again if you sign in to Skype on a different device.