What channel have you got the Volca FM set to? (Press Memory while switching on, buttons 1 to 16 = MIDI channels 1 to 16). Is it set to the same channel the KeyStep is transmitting on? (To set the MIDI channel on the KeyStep, press and hold shift and select the channel with the corresponding key). Have you got the Volca set to receive MIDI short messages? (Press Function while switching on, make sure set 7 is lit, it is by default but best to double check).