I've got the same issue as Jorge3. I've tried to upload a wheel file from my artifacts directory to a volume but couldn't do it. It tried it with Databricks CLI and databricks-sdk. In both cases I get the error "databricks.sdk.errors.platform.PermissionDenied: No operations allowed on this path" when trying to even list stuff from "/Volume" or "/Volumes". The syntax used in case of databricks-sdk:

from databricks.sdk import WorkspaceClient

w = WorkspaceClient()
list(w.dbfs.list('/Volume'))