Not enough information to help you. Might be a Windows problem?
What other speakers have you used successfully? Has the Bluetooth speaker worked on other apps? Is the speaker not producing any sound at all, or are you just unable to raise and lower the volume?
So I'm still a little unclear... if you need to use the volume control on the task bar, is it not available to you when using Zoom? Or it's available but moving it doesn't change the volume?
If you're using Windows 10, click on the volume control in the task bar and select the Volume Mixer from the pop-up menu:
here:
then here:
In the volume mixer, locate your Bluetooth speaker, and you should be able to adjust the volume of the speaker (and of the individual apps) there as well.
Hopefully that gets you closer to a solution, @alex65