A voicemail box would be configured in the voicemail system. Since you mentioned Stratagy I will assume that you use manage your voicemail using either Stratagy ES administrator Stratagy VM Manager.

To answer the basic question, you would use the Stratagy software to setup a voice mailbox. Since you don't want it to take messages, you should uncheck the box next to Store Messages. But the next question would be how do people get to this new voice mailbox? If you are setting up a direct number, then this would be configured in Emanager.