I mean, the default VoiceMailMain says a lot of options…
Can I create a custom VoiceMailMain for only check and read new messages?
For sure if you edit the source code.
…HAHAHAHA lol, In that way everything is possible 
I don’t know codes. 
For example, If i edit a voicemailmain.c What commands I need to run to run the modification?
The sames commands in asterisk package?
./configure
make
make samples
make install??
Yes once you have edited something you need to compile again, but you can skip the make samples, just configure && make && make install.
You can skip the ./configure as well.