If the size of the current volume exceeds the value set in the Volume Capacity(MB) field at registration, a new volume will be created automatically. Therefore, you usually don't need to make volumes by yourself.
If you dare to create a volume by yourself with some reasons, click the New button in the Volume dialog. A new volume will be made and its full path will appear in the volume list box. From the time on, photos will be copied into the new volume at registration.