I am in the same boat.
The best way I have found to get your head around the beast is to visit the FAQs page here and then to grab a few of the "HOW TO" entries and to study them.
Anything there by "leo" should help, although these often assume a bit of basic knowledge.
If you work through one or two of those, you may begin to get a handle on the underlying philosophy.
Also, read the PDF file rather than the Help file. It is easier to search and navigate. although one or two bits (such as the Appendix) don't actually make it into the index of the PDF file.
When it comes to volume controls on the "preview" window, my keyboard does the job.
But try this as an experiment, on the menu go to
If you uncheck the entry for mp3 files, you will prevent the "native" viewer from playing these files.
When I do this, the "Viewer Pane" that crops up does have a volume control.
How this works for you will depend on what else you have that will take on the job. For example, as my "Multiview" entry in that slow, I have QuickView Plus. This may well be picking up the role as mp3 player.
You may have something else that is up to the task.
As to the association of mp3 files, you also need to check:
Settings>>File Types>>System File Types
There are all manner of settings to play with in there.
All this has to carry a health warning. This is just another newcomer's suggestions. Like you, I am a beginner. But that does mean that I perhaps have a better understanding than some of your state of puzzlement.