In addition to the comments from Dr. Hardy you could also state that volatile components are those to change from liquid to vapor/gas very close to near ambient conditions (25 oC, atmospheric pressure), thus you would find both phases at these conditions and gas phase would increase rapidly under a small reduction in pressure or small increase in temperature
Volatile coumpounds have a significantly high vapour pressure in room conditions, so that they can be easily completely vapourized. However, these are not permanent gases, but vapours, i.e. their condensation is easy at any cold point.
Probably not: some heavy elements are volatile (Hg, I), whereas some light ones are not (C, Be). Volatility depends on the bond strength between atoms or molecules, so it all depends on the atomic or molecular structure.
There are trends of course, for example alkanes, alkenes, alkines have usually evaporation points, thus they are more volatile, lower than the corresponding alcohols or carboxylic acids. It depends on the intermolecular interactions... About elements, well, as Dr. Celzard mention it depends on the structure.