iExplorer will let you export your voicemail as audio files to your computer, and once they are on your computer, they are just like any other audio files where you can do whatever you want with them and move them anywhere. You won’t be able to use iExplorer to get them on your Galaxy S5 however. You would need to use Android software for that.
Here’s a tutorial and help article you can follow:
Tutorial: How to export and save iPhone voicemail to computer
How to transfer iPhone voicemails to computer
