If a volume contains more than 1 file, then it must also contain some sort of listing of the files it contains and where they are located, along with other useful information. A given volume may:
Contain a single directory (e.g. micro-computer floppies)
Contain a tree of directories (e.g. most timeshared systems)
Be part of a multi-volume system having a common directory structure, with portions of the directory stored on different volumes in a way that is transparent to the user.
Note that in many file systems a directory is, in fact, implemented as a file having a special structure known by the file system. (This is true on both VMS and Unix.)