Hi @gowtham-talluru, 
If you're trying to write directly to Volumes from local code, you can use the Databricks SDK for Python.
Try something like this:
from databricks.sdk import WorkspaceClient
w = WorkspaceClient()
with open("local_file.csv", "rb") as f:
   w.files.upload(
      f="/Volumes/catalog/schema/volume/local_file.csv",
      contents=f.read(),
      overwrite=True
   )
Just make sure you're authenticated and the volume exists.