You can indeed check your voicemail from another mobile phone.
Just dial your phone number. Then when the voicemail answers and the greeting plays, press the * key, enter your password, then press the # key and follow the prompts.

These are the pay per use rates for Spain if you don’t have Easy Roam. If you do, it’s $16/day.

Thank you for that, Allan. Great, now I can check my voicemail!  If I am on wifi (I'll have it in our apt) and I try to sign into some site (bank?) that requires 2 factor verification, what is the easiest way to do so - pop in my Koodo Sim for a minute or 2?  Do I have to do that to access the 2FV text? Can it all be done for free over wifi or would I be charged some amount?

If you would like to receive SMS for 2 factor verification, you would have to roam https://www.koodomobile.com/en/easyroam

The issue is: you need to make sure you didn’t have unwanted data usage. As phone can connect to local carrier and you would be charged easyroam. This link might help

If you check your voicemail using your Koodo SIM overseas, you will be charged with international long distance call or easyroam fee.

I'm going to swap my Koodo Sim out for a Vodafone pre-paid  - €10 ($15) gives me 50gb data and 300 international minutes for 28 days. So I can easily check my voicemail using Alan's suggestion to dial my home Koodo number from Spain at no extra cost.  I don't want to pay $16/day roaming on top of that to only use 2FV maybe once or twice over 2 months.  If I replace my Koodo Sim just for that 1 or 2 times, will I be able to receive 2FV texts?  Would I just then pay for the data I use - or would I use any data if I'm on wifi?

You’d be able to get the 2FV texts after you enter the Koodo sim, as long as the phone is connected to a network in roaming. Mobile data doesn’t require to be turned on so you can received the 2FV texts.

Make sure no other usage is made (please check the article shared by @Dinh above to find out more about how to prevent unwanted roaming charges). International Voice Roaming add on is required for your Koodo sim to connect to a network in roaming, so you can get the 2FV texts (the International Voice Roaming is provisioned to your lines)

Thanks for all the help.   I was thinking EasyRoam was $16/day EVERY day I will be away but after reading the linked article I see I would only be charged on the days I actually use data or make a call (ie when I have the Koodo Sim inserted).   “Text ROAM to 7626”.  Does this mean if I only need to access my CDN number on, say, 3 occasions, I would just swap in my Koodo Sim and text message and I could then use that Sim for data and calls for the rest of that day?  Do I have to enable any other settings on my phone?  If I swap out the Koodo Sim I won't be charged the next and following days until I use it again, correct?  Do I have to text ROAM each time/day I want to use it or will Easy Roam remain active? If the latter, how do you cancel it when it's no longer needed?

Indeed, Easy Roam fee is $16/day but the charge only triggers when you use your Koodo sim, otherwise, no roaming fee would apply (any usage made in roaming, except for incoming text messages, including 2FV texts, will trigger the Easy Roam fee).

The Roaming fee applies per calendar day, regardless of how much usage is made (i.e.  if you use either 1 minute call and 100Mb or 100 min and 3GB within the same calendar day, the Easy Roam fee will be the same, $16/day)

No need to text Roam to 7626 each time. Once you added Easy Roam add on in your account, it will remain there unless you choose to remove it.

It can be easily removed or added at any time in your self serve under Mobile Services - Manage add ons.

It depends on how you’d like to use the services. If you choose to use also data in roaming, Data roaming function must be enabled in your phone settings. If you only need to make/receive calls and texts, no need to enable data roaming. You only need Easy Roam and the International Voice Roaming  add on that is already provisioned to your lines.

In case you encounter issues when you want to use your Koodo sim in roaming, here is a helpful article with various troubleshooting steps. 

Thank you, Flo!  That was so helpful!

To avoid having to use your Koodo sim to check your voicemail entirely, you can use a voip service to dial out to your voicemail. I wouldn’t want to pay 16 dollars plus tax to check VM either. 

Thanks, Goran.  I use a Vodafone prepaid sim while in Spain. It gives me 50GB of data and 300 international minutes (calls to Canada) for about $15CDN/28 days.  So I can call my voicemail with that.  If I don't use that,  what VOIP do you suggest?

Ah sorrry Icom[pletely missed that it includes 300 minutes you can call to Canada with included. I personally use Fongo, but there’s Skype, call.me, and many more. I haven’t reviewed most of them, so I cannot speak to how good they are exept by checking out reviews.