Ramesh: Learning to do your own initial research to answer general questions is an important skill. If you try a simple keyword search (e.g. HPLC fatty Acid volatile VFA) you will find plenty of papers, application notes and related articles. If you are looking for specific fatty acid methods, then please specify them by name as that will help you find more relevant methods.
Currently, our lab developed a very sensitive method for the determination of volatile fatty acid. Basically, we use an ion exclusion chromatography to separate different VFAs. The separation performce on ICE column is much better than on HPLC column. After that, they will transfer from the effluent channel to a DI water channel through a volatile analyte transfer device and be detector by a conductivity detector. It is an open access paper in Anal. Chem. Journal. I attached this paper here also.
If we only talk about sample pre-treatment, you can simply exact with basic water solution to get very good recovery. If the concentrations of VFAs are very high, you might add some MeOH to improve the extraction efficiency. We did some real samples using this simple extraction method. However, the above method can enrich their concentrations and keep them in acid form. The reason I want to share my paper is that this is a new idea. One of the reviewer said that it represents the first significant advancement in ion exclusion detection in more than 30 years. We have filed a patent one year ago, but not be granted yet. You can perform this study using HPLC system with ion exclusion column. A lab-made volatile analyte transfer device is easy to build, but you still need a conductivity detector. That's it.
Ion Exclusion column are expensive, Please go for gc With FFAP column. Reconstitute with diethyl ether : Toulene 50:50 inject in Gc. Recently we got US patent on this.
I would agree with Bill Letter, that a simple search using google directly or google scholar should give you all you need for this. I assume that you are analysing VFA having a "long" chain length otherwise take care not to loose any of the really short chains. Furthermore I used the FFAP colum mentioned above with succes even for short chains.