Volcanoes start as a hole/crack in the earth, created by tectonic plates separating beneath the earth's crust. When a volcano erupts, the molten lava spurts out from the top, and comes out through many vents in the sides of the volcano.
The lava runs down the sides of the volcano, and then dries, which becomes part of the volcano. So when you see a volcano, the structure is made entirely up of dried lava! That means that if you see a bigger volcano, it may be older, if the type of lava is the same.