Yes, one of the main functions of Google Voice, is to be the voicemail system for your cell phone. To make this work, there needs to be a way for unanswered or busy calls to be automatically forwarded back to your Google Voice phone number.
This is accomplished in one of two ways:
If your cell phone service provider (carrier) supports Conditional Call Forwarding (also known as no-answer/busy transfer), then all you need to do is to enable the feature on your cell phone. This is done either by entering star (*) codes on your phone's keypad, or by using your carrier's customer web portal. Each carrier does it differently; if you tell me your carrier, I can probably help you.
If your carrier doesn't support CCF, then the workaround is to enable Google Voice's call screening feature. When call screening is active, whoever or whatever answers a call to your inbound GV number will need to press "1" to accept the call, or to press "2" to send it immediately to voicemail. If nothing is pressed, GV gives up after about 25 seconds, and takes the message. Since your cell phone carrier's own VM system isn't human, it can't press 1, so the call will go to GV VM. Note: this will only help prevent the cell phone's VM from grabbing the message if the call is made to your GV inbound number and then forwarded to the cell phone. It won't help when calls are made directly to your cell phone, since Google Voice isn't screening those calls first.
Most third-party MVNO service providers (e.g. most of America Movil's brands like TracFone, Net10, Straight Talk, etc.), and most of the discount subsidiaries of the big four carriers don't support CCF. All of the big four do support it.