Troubleshooting the Messaging Waiting Indicator status in Exchange 2010 Unified Messaging server
There are a number of ways an end-user may learn that they have new voice mail, such as from client software like Microsoft Outlook, OWA, Lync, Communicator, or different types of indicators on IP, smart and traditional phones. The term Message Waiting Indicator (MWI) is usually applied to notifications delivered by the user's phone using mechanisms such as a light on the phone, a special icon or highlighted notification or even a special dial tone. Exchange 2010 includes built-in support for MWI.
For more details, see Understanding Message Waiting Indicator in Exchange 2010 documentation.