Hello! Volumes go inside of schemas (screenshot below). It's up to you how to keep your data organised, but a few considerations:

• If you're going to have lots of volumes, does it make sense to group them together?
• As it's raw data, it's probably categorised as 'bronze' data, you could consider keeping it with that  
• Will you have to manage access to this data? Does it make sense to group it with other data you may want to prevent / promote access to?
• Do you want it to inherit other properties from things in the schema like tags, features or access patterns?

At the end of the day, schemas and catalogs are there to keep data organised. With external volumes (and tables) it has no baring on where the data is stored so it doesn't have much technical impact. 

My messy demo example: