Some volcanoes are tall mountains with the mountain made in the shape of a cone. Volcanoes that look like this are usually explosive volcanoes that erupt without warning. The cone is made of a mixture of ash and lava.
An eruption normally starts with an explosion and ash rising high into the sky. Some of the ash gets blown away, but most falls close to the cone, adding a layer of ash to it. Then, when the volcano has stopped erupting violently, lava will often pour out for a while, adding a layer of lava on top of the ash, and covering it up.
If this happens many times, you will get a very large volcanic cone.
Even volcanoes made from runny lava develop small cones. In the video below you will see a small cone on Hawaii. It is erupting basalt lava.