I just do an experimetnt and see what the behavior actually is. Otherwise just specify them individually.
So I've got the correct answer from SolidWorks Support.
Just like the Surface Source command, the Volume Source command applies the Heat Generation Rate cumulatively on all selected entities. This means that the specified ammount of Heat Generation Rate in the Volume Source command is uniformly spread over all of the selected voumes (the Heat Generation Rate density is uniform). For example, if 5W are applied to three 1cm3 volumes and one 2cm3 volume, the first three volumes will receive 1W each and the last one will recieve 2W.
You can achieve the same results by apllying a Volumetric Heat Generation Rate of 1W/cm3, or 1000000W/m3 to all the volumes.