This won't happen with this particular soundbar (like many of the others) since they lack an OSD (on screen display). AFAIK you need to rely on the small screen in front of the soundbar (along with your ears) to detect volume levels that work for your needs.
I have a Samsung model UN49KS8000 TV and just purchased a Samsung HW-K450 soundbar. I have the soundbar connected to the TV with HDMI-ARC. I have turned off the TV sound and the sound comes through the soundbar. I have a DirecTV remote and when I raise or lower the volume it works except the TV does not display volume level numbers like it used to. Is there a way to setup the TV and soundbar to display volume levels?