I am confused about this OS

OK, this is not going to be a simple solution for you. Even though Volumio is running from a USB stick plugged into your laptop, it will not be aware of the laptop’s internal hard disk. You could try “mounting” the device from Volumio, which would necessitate working from the command line (have a read of Volumio PC and internal HDD).

Alternatively, you could try the Volumio x86 Buster beta (this originally scanned internal drives, but was suspended for technical reasons, and I’m unsure if it was reinstated).

Edit: it has just been confirmed in another thread (I am confused about this OS) that the Volumio 3 beta still doesn’t scan internal drives).