Is volume pedal the same thing as expression pedal?

Depends on the pedal and the application.
A volume pedal that has audio going through it can't be used as an expression pedal on synths (or whatever).
On keyboards, the expression pedal input can be programmed to be used as a volume pedal or for filter sweeps or whatever (depending on the synth). This has to be an expression pedal type, ie. one that doesn't pass audio through, a pedal with one cord attached to it that goes into an expression pedal input.

Oh, volume is an expression tool, in a way. What are you trying to do?
 
http://www.thomann.de/gb/boss_fv500h.htm - i'm thinking about this to be used as expression pedal in my guitar midi based rig
this is how i'm going to use it:
my midi footswitch has an expression pedal input to plug stereo jack cable into, i need an expression pedal to control wah or other fx or their parameters of my guitar fx processor, so i think the expression pedal should probably transmit not audio signal, but midi, since footswitch has a midi cable only, that's plugged to my amps midi in, and then routed from amps midi through to fx processors midi in.

So, actually, i don't know what expression pedal would be the best at doing what i need... Also, what cables i need for it?
 
That pedal would probably work. There are cheaper versions of that (they're plastic, though) but that one's solid.
If I understood correctly, you would only need to connect that Boss pedal with a stereo cable (TRS) to your MIDI-pedals expression pedal input. Your MIDI-pedal should then be able to convert the expression data into MIDI data.
Now, what happens after that is entirely up to you and your toys ;)

If you can, try it first in a shop so that there aren't any surprises.
Support your local music store! :Saint:

I work in one, hehe :)
 
Back when I had a zoom (oh man a long ass time ago) the exspresion pedal could double as a volume pedal, I don't remember wether this entailed connecting it differently though. This was back when the original zoom 505 pedals were just comming out so talking around 10 or so years ago.
 
Depends on the unit, I've used volume pedals as expression pedals. Most midi pedals can take a volume pedal as an expression pedal. The only time I've ever needed an expression pedal was for controlling my STD-1 (no puns please ;) ), and then I just ordered a modded Ernie JR.

EDIT:
I read through some old emails from the guy that built me the ernie expression pedal. From what I understand expression pedals are wired as voltage dividers (old school CV controlling, like on my STD-1), and volume pedals (and some modern expression pedals) are just variable resistor-pedals.

EDIT2: What's the midi board you're using, All Access?