Yes you can send calls really anywhere you want. If you want to use a different voice mail system or contact center solution you usually just have to create a route pattern pointing to the SIP trunk or H323 gateway, depending on what protocols the external call pilot supports. If you were to use an external voicemail system that uses SIP, create a SIP trunk to it, create a route pattern that points to the SIP trunk and set the voicemail pilot number to be the same as the route pattern number.