Roaming in Italy is included and will come out of your allowances just like home.
However, make sure your phone has 4G Calling enabled (VoLTE) as there is no 3G in Italy.
To check. On a 4G signal phone your voicemail. If the phone stays on 4G you are good to go. If it drops down to 3G to make the call then you will need O2 to turn on 4G Calling for you
This is not O2 and we are all customers here similar to yourself and cannot answer account type queries.
