It depends on which kit you have. Devices with a speaker, such as Jay-D, have a volume setting you can change on the device itself. Devices with a piezo buzzer, such as Bit, have a volume fixed by the hardware, and nothing in software will change it.
Devices with a speaker
Open the settings menu on the device and set the volume there. On kits built with physical volume controls, such as Jay-D, those work as well.
CircuitBlocks has no volume block, and it does not support custom audio playback on speaker devices, so volume stays something you set on the device rather than something you code.
Devices with a piezo buzzer
A buzzer's loudness is set by the voltage driving it, so there is no software or menu control for it. That is how the component works rather than something an update can change.
You can still code the buzzer to play different frequencies in CircuitBlocks. The pitch changes; the loudness does not.
If you want lower-level control of audio than CircuitBlocks gives you, that means working with your device's own firmware. Which route applies to which kit is set out in What programming languages can I use with CircuitMess kits?.
If a speaker device is much quieter than it should be, or crackles, that is worth looking at rather than living with. Message us here, or email [email protected], with your order number, and a photo of the speaker and its connections if the kit is one you assembled.