I think the bind / controls entry was missing in the config shipped with 1.0.0.4 (which wasn't intended, will be fixed with 1.0.0.5)
You can manually add them to
sys/controls.lst
1
2
"voicesay"			"$909"
"voicesayteam"			"$910"
Position (line) where you insert them does not really matter. The entries will appear the same order in your controls menu.
Afterwards when you start the game you can assign keys to these options in your controls menu.
Of course you could also bind them in the console or a custom config with
bind but that's less convenient.
Moreover the server must have voice chat enabled and you must have OpenAL drivers. OpenAL drivers are already present on many systems because quite a lot games are using them but of course not on all.