hurghanico did tell you where they are: The first category of effects on the unit is dynamics and it includes the Noise Gates and Compressors.  Specifically:

Noise Gate

Hard Gate

Tube Comp

Red Comp

Blue Comp

Blue Comp

Vetta Comp

Vetta Juice

Boost Comp

I think you need to look at the Advanced Guide which can be found here: http://uk.line6.com/data/6/0a06434dfb244f7b7f489af64/application/pdf/POD%20HD500%20Advanced%20Guide%20v2.0%20-%20English%20(%20Rev%20A%20).pdf

There is also a usefull Model Gallery which describes what each of the models is based on: http://uk.line6.com/data/6/0a06434d408c50904b6a219d8/application/pdf/POD%20HD%20Model%20Gallery%20-%20English%20(%20Rev%20D%20).pdf although confusingly the Compressors are listed with the Distortions in that.

This page lists all of the HD500 manuals which are maintained online because they can change as new firmware is released: http://uk.line6.com/support/manuals/podhd500

There are quite a few places where you can boost volume - on an Amp, on some of the Effects (Compressors and EQ generally include this), and on the Mixer.  You just have to be a bit carefull if you do a large boost with the Mixer and have effects after it because you can "overload" effects after it and add distortion.  Generally you should move your effects to before the Mixer to avoid this.