It depends on what sort of volunteer work you do and the terms under which you took it.
The 'company' should ensure your health and safety etc as they would if you were a paid employee. They don't have to make provision for holiday, pay or sick pay and unless you have been told that you will get training (of any sort) you wouldn't automaticly be entitled.
As a volunteer you are under the same obligations as a paid employee in respect of H&S etc.
Wether voluntary or not you would probably be expected to adhear to company policies.
If you are not happy then don't volunteer for them.