To transfer a call straight to a person's voicemail:
With a caller on the line, press the transfer button on your phone. This might be a soft button or a hard button.
Now type in 99 + the extension of the person you would like to transfer directly to their voicemail. For instance if my extension is 1000 and you wish to transfer directly to my voicemail, you would press Transfer > type '991000' then press 'send' or 'transfer'. Then press transfer one more time to send the call straight to voicemail.
The options might vary slightly depending on the exact model of the phone you are using.