There are things in both sides. At the CCM side I created another voice mail pilot number that is in DID range. I also configure a new route pattern for this number routing to the SIP trunk with Exchange. At the Exchange server we created another hunt group for the new number.
At this point I'm able do dial in and get the "to access your mail digit your extension number" prompt. But, Exchange is not recognizing the DTMF tones. I’m guessing if is there any other configuration to forward DTMF in the SIP trunk.