Volume tab doesn't display a montage, but rather a single slice, like in the image at left (which is my fakeBrain.nii.gz demo file superimposed on the conte69 anatomy).
Workbench opens an axial (A) view by default, as in this screenshot. The little push buttons in the Slice Plane section (marked with a red arrow in the screenshot) change the view to the parasagittal (P) (often called the sagittal) or coronal (C) plane instead. Whichever view is selected but the Slice Plane buttons will be shown in the montage - montages can be made of axial slices (as is most common), but just as easily of coronal or sagittal slices. (The All button displays all three planes at once, which can be useful, but not really relevant for montages.)
To change the single displayed slice, put the mouse cursor in the Slice Indices/Coords section (marked with a red arrow in the screenshot) corresponding to the plane you're viewing, and use the up and down arrows to scroll (or click the little up and down arrow buttons, or type in a new number). In the screenshot, I'm viewing axial slice 109, at 37.0 mm.
Now, viewing more than one slice, a montage. The On button in the Montage section (arrow in screenshot at left) puts Workbench into montage mode: click the On button so that it sticks down to work with montages; click it again to get out of montage mode.
Workbench doesn't let you create an arbitrary assortment of slices in montage mode, but rather a display of images with the number of rows (Rows) and columns (Cols) specified in the Montage section boxes. The number of slices between each of the images filling up those rows and columns is given in the Step box of the Montage section, and the slice specified in the Slice Indices/Coords section is towards the middle of the montage. Thus, this screenshot shows images in four rows and three columns, with the displayed slices separated by 12 mm.
Customizing the montage view requires fiddling: adjusting the window size, number of rows and columns, step between slices, and center slice (in the Slice Indices/Coords section) to get the desired collection of slices. On my computer, I can adjust the zoom level (the size of the individual montage slice images) with a "scroll" gesture;
Preferences (bring it up with the Preferences option in the File dropdown menu in the main program toolbar), as shown at left. Set:ting the Volume Montage Slice Coord: option to Off hides the Z=X mm labels, which can be useful. The Volume Axes Crosshairs option hides the crosshairs; experiment with the options to see their effect.
I haven't found ways of controlling all aspects of the montage; for publication-quality images I ended up using an image editor to have full control, such changing the slice label font.