Search Volume - is the approximate number of times that a given keyword was searched in a search engine for a period of month.
The high search volume of a keyword does not directly correlate with high competition (although this is often the case), just as a keyword with a low search volume can be very competitive - it all depends on the niche.
The search volume is one of the key factors that you should pay attention to during the SEO keyword research.
You can find out the search volume of the keyword in any tool for keyword-search. These tools get keywords search volume data from the Google Keyword Planner, so if you don't want to pay to third-party websites, Google Keyword Planner will give you all information: search volume, and even synonyms. Please keep in mind, that if there are no active advertising campaigns in your Adwords account, then the data can be very approximate and not accurate.