How to attach volume to Windows VM?
After creating a new volume in Horizon and attaching it to Windows instance open "Administrative Tools" ->
-> "Computer Management" -> "Disk Management" in your Windows VM.
You will see your new volume as Unallocated and offline.
Right click on the Offline icon and change the volume to Online, that may take few seconds, when the status changes to Online,
right click again and Initalize the volume.
Now you can allocate it by right clicking on Unallocated volume and choosing "New Simple Volume".
You can choose how much space you want to allocate (by default all volume space)
Next, assign a drive letter to your volume:
And format it:
Then click Finish, and you are done, you can use your new disk space.