When using Headphones w/ mic & volume, do the volume buttons work?

[AppleHatr]

New to android phones (I have a Verizon Note 4), I've tried using several pairs of headphones with the mic & volume buttons but I've found that the volume buttons are not working, even though the main button does work (to start/stop the music). I also tried on my wife's Note 3 and my volume buttons wouldn't work there either. Is there a setting I'm missing or is this a Galaxy or Android issue?

 

[SpookDroid]

Well, I've used my Note 3's headset with the Note 4 since I got it and the volume rocker on the headset works just fine. The control button too.

SOME headphones are not compatible with all phones (you can thank manufacturers for changing their signals, like Apple does) so you might be using a headset that's not compatible with yours. But at least in mine (T-Mobile), I've used the Note 3's and they work.