How does MIDI input volume work?

I’m not completely clear what you’re asking, so I apologise for that. What instruments are you inputting into? If you’re inputting into an instrument that produces a sustaining sound, then I suspect the volume is controlled by e.g. the modulation controller (CC1), which you can possibly influence by moving the modulation wheel on your keyboard, if you have one. The dynamic produced during playback itself will be governed by the written dynamics in the music, or the played dynamics if you choose the option to retain them (which you’ll find on the Note Input page of Preferences).