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40d:Volcano
A volcano is a vent in the planet's crust through which lava and pyroclastic materials are expelled. They're usually created through plate tectonics in subduction zones, but they can form anywhere magma is capable of breaking through to the surface.
Locating volcanoes
In Dwarf Fortress, volcanoes are named mountains that additionally provide a source of magma.
Volcanoes tend to occur around the rim of oceans. Sometimes, probably in a nod to shield volcanoes which form from heavy molten rocks, volcanoes also form in the middle of oceans. In other locations their placement appears to be random; they are not always associated with mountain ranges or other rocky terrain. They do not appear on the World Map window and must be found through the Region Map.
To start on a map that includes a volcano, you will have to search for one. On the fortress location selection screen, they are not visible on the world map. Scroll around the world looking for a red ^ in the regional map. Select that space, and in the local map, move your starting area to include the square with a dark red ≈, which is the caldera. There may also be additional local magma vents in nearby tiles around the volcano.
Very rarely a magma vent will exist in an area with no volcanoes nearby.
Living on a volcano
Volcanoes provide ready access to obsidian, which a craftsdwarf can form into a rock short sword. It can also be used to make more valuable rock crafts and furniture. It's possible to divert water into magma to form your own obsidian, although it's often present in great quantities.
The volcanic activity also leads to an abundance of heavy extrusive igneous rock (such as basalt, felsite and andesite) under a layer of farmable materials. The nature of these rock layers also provides for many useful ores such as iron (through hematite or other means), gold, galena, and other non-precious metals. The rock also provides useful gems such as turquoises and zircons, and occasionally diamonds. Genuine volcanoes sometimes have other interesting features, similar to named mountains: they are frequently sites for caves, often have a wider than usual variety of stone and ore, and may include unusual features such as cave rivers, chasms or pits.
Occasionally your group may end up embarking over lava, and it may be time to reembark. Other times a message about the cavern collapsing may occur, and this may be due to a pool of water which was spawned above the volcano's crater, instantly crystalizing the magma and then falling into the crater.