Velocity controls loudness as DM60 says, but you have MIDI volume on controller 7 and expression on 11 - Think of 7 as the volume knob you set and forget, and then expression is the playing volume - like a foot pedal on a guitar, or the swell pedal on an organ. 7 and 11 to 127 give maximum smoke, IF you play hard and hit maximum there too.
Annoyingly, many VSTi's now use a mixture of these. Expression might also impact tone, or some other parameter, so it is not fixed in stone. Most DAWs let you edit these in the sequence, and you can usually automate them too. Pan, modulation and sustain pedal info also has a unique control channel.
Velocity is a real giveaway because often tracks that have been generated elsewhere just have every note velocity the same. This is perfectly OK on instruments that in the real world always sound the same - like organs. Guitars, pianos and basses (and loads more) have every note a different velocity - and 7 can be used like a real volume knob. Expression does similar, up to the maximum you set using controller 7.