I use GNOME, but I logged into to KDE and as far as I can tell the volume control is KMix (should be on the Sound & Video menu). Once you start it, it places an icon on the panel, maing it easier to find next time. You may want to put KMix in KDE's autostart menu so that it'll start automatically when you log in. You should be able to drap and drop it into this directory:
/home/username/.kde/Autostart
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