When a supporter signs up to volunteer, they receive a confirmation receipt to their inbox. This receipt contains a link they can click to cancel. There is no need for them to contact you directly to cancel.
If the volunteer can no longer find the confirmation receipt with the link, you can resend it to them by going to Reports > Transaction and Activity > Search for the name of the volunteer > Click Details for the transaction in question > Resend Receipt. You can also find the button that says Refund/Cancel next to Resend Receipt if you would like to cancel the volunteer on your end.