Assuming you're using Unity Conncetion, you should be able to set that up under Caller input in the user's mailbox. Select "Call Action", "Transfer to Alternate Contact Number" and enter the number you want to call out to (make sure you include any external access and LD codes (9, 91, etc) You need to make sure your transfer rules in UCCXN support this dialing and your voicemail ports need to have the correct CSS to support outbound dialing.
Thanks,
Glenn