Hello Cori,
Welcome to the forums! 
ANCOM W value explained with step-by-step calculation
The W vs CLR plot is already a volcano plot, just without the color coding and explicit thresholds. You can make it look like a volcano plot using R.
If you run ANCOM directly in R, adjusted p-values are included in the out$res results data frame. These are not included in the Qiime2 output.
These questions are foundational to the ANCOM method. It may be worth revising the details of the original ANCOM-BC paper: