As "Olórin" says : it's located in :
"Control Panel" - "Sounds and Audio Devices"
....and tick checkbox : "Place volume icon in the taskbar".
However, if the problem is that the [above] IS ticked but the taskbar icon
has "disappeared".
Then : as above, locate the checkbox in the "Sounds and Audio Devices"
control panel applet.
But this time "de-select" it (un-check it), press the [Apply] button,
then re-check mark the box and press [Apply] again and the icon should
re-appear!
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Cheers, Tim Meddick, Peckham, London.