Hello,
Volcanoes are openings or ruptures in a planet's surface or crust that allow molten rock, volcanic ash, and gases to erupt. Here on the Earth, volcanoes are found where tectonic plates are divering or converging. The Mid-Atlantic Ridge has volcanoes caused by divergent tectonic plates that are pulling apart. The famous Pacific Ring of Fire has volcanoes caused by convergent tectonic plates pushing together. Volcanoes can also form in "hot spots" in the middle of tectonic plates where there is a weak spot in the rocky crust.
Other planets and moons with solid crusts can also have volcanoes. For example, there are several extinct volcanoes on Mars. Jupiter's moon Io has volcanoes that erupt sulfur due to the tidal interactions with Jupiter. The volcanoes on Io have the hottest lavas in the solar system. Jupiter's moon Europa may also have a sort of volcanic activity, except that Europa's volcanic activity involves water that freezes into ice when it reaches the moon's surface, instead of molten lava that solidifies into rock. Saturn's moon Enceladus may also have icy volcanoes.
One thing all of these different volcanoes have in common is that they occur on objects that have a solid rocky or icy crust. The Sun does not have a solid surface or crust, so it does not have volcanoes. The eruptions we observe on the Sun, like solar flares, prominences, and coronal mass ejections are not volcanic eruptions of molten lava. Instead, solar eruptions consist of hot gases of ionized particles (ions and electrons), called a plasma, that are controlled by changes in the Sun's magnetic field.
Kris