Formal training is not mandatory for all volunteer roles. However as a minimum you should expect an introduction to the club or group when you start volunteering that tells you more about the organisation and how it works. If you’re an event volunteer then you should be given a briefing that tells you about your role, the schedule on the day, what procedures to follow when an incident occurs etc. If nobody gives you any information about an induction, briefing or training then do ask about it - it’s important to you to get the most out of your role.
If you’re performing a task that requires specific skills such as coaching or being a first aider, then you should have training that enables you to do this if you haven’t already. Sometimes training may be provided as part of a volunteer role, while on other occasions a club, group or event may be looking for someone who has these skills already and is looking to use them. Be clear when you apply for a volunteer role about your level of skills and experience. That way the organisation will be able to assess whether you’re right for the role and what help they may need to give you.