There’s quite a lot of water in the solar system, but it’s not on every planet has water. This may be for a number of reasons. A planet may be too close to the sun, like Mercury. In this case any water would boil, and radiation from the sun would strip the entire atmosphere from the planet.
This is one of the reasons that it was such a big deal last year when we confirmed that there are small amounts of flowing water on Mars.
Volcanos are only on planets that have molten cores. On Earth, there is a lot of heat underground from when it first formed. Enough heat to melt rock. This rock can break through the crust forming a volcano.
Some other planets colder and have completely solid cores, so don’t have volcanoes. Mars used to have a molten core, and had the largest volcano in the solar system. However, because Mars is smaller than Earth, it cooled far quicker. Its core solidified and the volcanoes stopped erupting.