Yes, the names of volcanoes should be capitalized, just like the names of mountains, rivers, and other geographical features.
Here are some examples:
* Mount Vesuvius
* Mount Fuji
* Kilauea
* Mauna Loa
However, there are some exceptions to this rule. For example, the word "volcano" itself is not capitalized unless it's part of a proper name like "Volcano National Park."