I'm afraid you probably can't use one. That isn't a 'speaker' in the conventional sense, it's a piezo ceramic resonator that is shaped to make a particular tone. The volume is largely decided by the shape of the plastic cavity it sits in.
If you want to try a volume control, accepting it may not work, visit any electronic component supplier and ask for a "10K potentiometer", they come in many shapes and sizes so pick one aesthetically best for your needs. They have 3 pins, just cut ONE of the green wires to the piezo, and wire one side to the middle tag of the potentiometer and the other wire to one of the outer tags. It doesn't matter which outer tag you use but try both, one at a time because you may find one gives smoother control of the volume.
Brian.