Hovering your mouse over that speaker icon should, on it's own, show you the '35%' figure but clicking on it should take you to a vertical slider, which you can drag to your chosen level. (NB: It can sometimes take a few seconds for the slider to show, especially if it's the first time in a seesion that you've tried to open it. If you click anywhere else on your screen during those few seconds, you'll cancel the operation and you won't see the slider. Perhaps that's where you've been going wrong?).
For further advice, please provide the exact model number of your laptop (from the plate underneath it), so that we can try to work out which controls are available to you.