You can enter MIDI Volume messages in the MIDI editors, but it is probably more convenient to use the Controller Editor for this. This allows you to “paint” volume curves, to easily create fade ins and fade outs, etc.
A Fade in, drawn in the Controller Editor.For information about the Controller Editor, see the chapter “The Controller Editor”.
The same method described above for finding Program Changes can be used to find Volume. The only difference is that you specify Controllers in the Part Appearance pop-up or in the List Edit Filter section. Please note that this displays all Controllers, though, not only Volume.