On MacOS there is no way to control the volume of just the PlexAmp app. Windows and Linux have OS-level features that make this doable from outside the app, but not so on MacOS. Every other music player I have used on MacOS provides a volume slider that controls the sound for just that app.
I have tried the Experience > Player > Show Volume Control setting, but that volume slider controls the global volume for the whole OS, not just PlexAmp. It’s important to be able to have music playing quieter in the background while other things I am working on can stay at normal volume.