Try going to the assembly mode and see what assembly features are available that work on components. Likely there will be standard Boolean features such as Remove, Combine, Intersect. The feature would only show up in the assembly, not the individual component parts.
If the components don't intersect, then you can always get the mass properties of each component and juts add them up, unless you have many components that is.
You're right of course. Go to the main menu and select File > iProperties > Physical tab and (tab) to get the total volume. Thanks for the input hfds006!