> Is there some sort of volume control and device selector
> I need to install?

Try mixerctl (included with NetBSD). Maybe audioctl manpage should add a 
sentence to point to the other manpage (instead of just having it in SEE 
ALSO).

My menu has:

Very Loud	mixerctl -w outputs.master=248,248
Louder		mixerctl -w outputs.master=200,200
Loud		mixerctl -w outputs.master=160,160
Normal		mixerctl -w outputs.master=120,120
Quiet		mixerctl -w outputs.master=72,72