Your electric guitar should have at least one volume control, and probably more if it has more than one pickup. These are simple potentiometers that give you gradual control over the volume in a continuous fashion. For more than one pickup, experiment with the switch on the guitar (which controls which pickups are in use) and see how things change. You may find that one pickup is hotter (louder) than the other. One technique is to use the hotter pickup for soloing and the other for rhythm; that way you can go back and forth with a simple flip of the switch. Usually, the tone will change as well, and you'll want to opt for the treble pickup for solos to cut through the band, and the more bass pickup for rhythm work so you fit in better. You can also alter the volume of a note while playing by rolling the volume knob as you hold the note.
The amplifier takes the simple signal from the guitar and brings it up to high levels. If your amp has only one volume control, this simplifies matters, so try your guitar at different levels to see what works, keeping in mind that things will change depending on the acoustics of the venue. In addition, notice how the tone of the guitar changes as you increase the volume. Some amps need to get to a certain volume to produce peak tone. Spend some time finding out where the best sound for your amp is. If your amp has a "pre" volume, otherwise known as overdrive, you can increase your volume dramatically by pumping this up. The overdrive works as a pre-amp, and sends an already amplified signal to the main amplifier. Besides just increasing the volume, the overdrive produces distortion. Since the signal to the main amp is already high, the second amplification gives a gritty or crunchy sound that is desirable for certain genres.
The volume pedal is a good way to control volume with your feet. This can be useful if you play a lot of demanding solos, or are just more comfortable having your hands free. Depressing the pedal gives you more volume, just like a gas pedal on a car. Usually, these pedals will also have a switch that you punch with your foot to turn the pedal on or off; activate it for a solo and click it off when you go back to rhythm.