Samsung Galaxy phones do not have a built-in feature to change the volume slider shape.

To do that, follow these steps:

First, You must install Good Lock and the Sound Assistant module. If you're from a region that doesn't support Good Lock, use Fine Lock. Here's the guide on how to install Fine Lock on your Galaxy phone.

Once you have them installed, go to Good Lock and then Sound Assistant.

Tap Make your own volume panel colors. Turn on the feature here and then pick whatever effect you like

Then, go straight to the Control type. Here, you can choose the round shape slider, followed by size.

Video tutorial: