You can use custom rules to set condition - IF direct dial is called, play an announcement and disconnect - All other calls connect normally (for example calls coming from Call queues, IVR Menus, Auto-Receptionist)
Here is step-by-step: - Admin Portal > Users > click on your name > Phone > Call rules and voicemail > in the top right corner you should see +Add rule > Create Custom Rule
name the custom rule
then select only the 2nd option -> Calling me at > select your direct number
in the top right click on "Ring my devices" and change it to "Play an announcement"