Final answer:
To create storage volumes in AWS Storage Gateway's Volume Gateway, one must provision EBS volumes through the AWS Management Console, not through tape gateways, physical disks, or directly creating Amazon S3 buckets.
Step-by-step explanation:
The straightforward answer to how you can create storage volumes in Volume Gateway is by provisioning EBS volumes. AWS Storage Gateway's Volume Gateway provides cloud-backed storage volumes that you can mount as iSCSI devices from your on-premises application servers. The creation of these volumes is done within the AWS Storage Gateway service.
To set up and manage storage volumes, you typically create them in the AWS Management Console, which involves specifying the size of the volume and storage configuration. After the volume is created, you can mount it as an iSCSI device. These volumes operate over your internet connection or AWS Direct Connect to access and store data in Amazon S3. However, options such as using a tape gateway, attaching physical disks, or creating an Amazon S3 bucket directly are not how you create storage volumes in Volume Gateways. Instead, these methods pertain to different aspects or services within AWS.