How can you create volume in a drawing?

Consider the scene's lighting, and use shading to add volume to your objects. Make the part of the objects that are closest to the light white, and gradually move through gray to black as you get closer to the "shadows" of the objects. Create cast shadows behind.

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I believe you mean depth. Depending on whether you are using color or if it is black and white will determine your objective.

In a black and white drawing, the objects further away will need less detail and you should use a harder lead such as 6h to 9h. Not much pressure should be applied to allow variances in shading. Stippling or light dotting can be used for a fog scene. Use softer leads, 2b to 9b, for darker tones. Work your darker tones in last so that you do not smear residue over the other areas.

With color you will need to lighten them as you have objects further off in the background for a landscape scene. You will also lighten your colors as they come closer to the source of light in your picture. Try to use black as little as possible because many things aren't really black. For a night sky it is better to use a darker blue. The gray in clouds is really a purple, but you have to learn to mix colors to find the right shade.

- H. Sink