Recent advancements in Extended Reality (XR) technologies have transformed training methodologies across industries. Volumetric Video (VV) has emerged as a complementary approach to traditional 3D model visualization. In this study, we investigated the benefits of using VV in Mixed Reality (MR) environments for industrial training by comparing it to paper-based instructions. A 3D puzzle assembly task served as an abstraction of a real industrial assembly task. Results indicated that the MR group experienced lower cognitive load and frustration levels, completing the tasks more efficiently. Although no significant difference was found in the time needed to complete the puzzle, a positive trend was observed. These findings demonstrate the potential of Volumetric Video in XR technology for industrial settings.