[Warner306]

Could you give me an example of other Kodi commands which can change the volume and how to use it? Btw: the volume buttons are working fine in Windows. Volume up button turns up the volume, volume down button turns down the volume, mute button toggles mute/unmute.

VolumeUp
VolumeDown

Those are the commands defined as built-in functions. Choose a key that is read and give it one of those commands.

I'm already using that as a workaround, but I want to use the actual volume up and volume down buttons of my remote for turning up/down the volume.

Any idea why the buttons are working properly in Windows but not in Kodi?

The volume commands are different keys in Kodi.