This is a volcanic "cone".
Click on image for full size
Courtesy of USGS
There are several ways in which a volcano can form, just as there are several different kinds of volcanoes. Volcanismis part of the process by which a planet cools off.
Hot magma, rising from lower reaches of the Earth, eventually, but not always, erupts onto the surface. During the eruption, flowing lava and ashform a cone. This cone is what we know as a volcano. Strong earthquakes accompany rising magma just before an eruption, as illustrated in this picture.
Among the different kinds of volcanoes are:
The most prevelant of kinds of volcanos on the Earth's surface are the kind which form the "Pacific Rim of Fire". Those are composite volcanoes which form as a result of subduction of the nearby lithosphere.
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