To configure the greeting you have 3 ways to do so:

• per calling number: see phone book configuration for that special entry
• per called number: see Options/ISDN/MSN, only for use with ISDN devices
• global: Options/Voices

So if you configure nothing special (calling or called number), the global setting is used.

To see the recordings and play it - you have to take a look in the log book.

You can use any WAVE file (.wav) you have. You can download such greetings or you can use any audio recorder to record your own.
Phoner offers no way to record such file.

The red button only shows the status of the answering machine - you can enable and disable the built in answering machine with this button.
If you have an external voice mail system - there is another button right beside the dial buttons. Press Ctrl and left click to configure the external number.