When I try to make a mark on the volume-line the hand does not change into an arrow, so I can't change the volume for a section. I have marked volume curve.
Even though your question may be about audio, you should really be posting this in the Video section since it involves Movie Edit Pro.
Hi,
Did you turn on the Volume curve? Right-click on the audio object, select Volume Curve, or do Ctrl+Shift+v for the same thing. Now when you go on the green line in the audio file, the hand should change to an arrow and you can now draw on the line. If your mouse mode is in draw, then it will create a lot of points. If you use the normal mouse mode, you can click on the green line and only one point will be drawn. After drawing a couple of points you can grab one and move it, then another. Depends on what you want to do. I suggest that you turn on the wave form as well.