If you want to detach volume from VM first you have to unmount it. 

Linux 

Make sure you know mount point of volume you want to detach. 

Check a mount point in "Mounted on" column. 

$ df -h
Filesystem      Size  Used Avail Use% Mounted on
udev            3.9G     0  3.9G   0% /dev
tmpfs           798M  6.1M  792M   1% /run
/dev/sda1        30G  3.5G   26G  12% /
tmpfs           3.9G     0  3.9G   0% /dev/shm
tmpfs           5.0M     0  5.0M   0% /run/lock
tmpfs           3.9G     0  3.9G   0% /sys/fs/cgroup
/dev/sdb         98G   61M   93G   1% /my_volume
tmpfs           798M     0  798M   0% /run/user/1000

Unmount the volume. 

$ sudo umount /my_volume

If volume is busy you can use option -l or -f to force unmount.

Very important! Make sure that forcing unmount does not corrupt your files.

umount: /my_volume: target is busy.
$ sudo umount -l /my_volume

If you are sure the volume is free to unmount, use the following command.

$ sudo umount -f /my_volume

Windows 

In your Windows VM open "Administrative Tools" ->"Computer Management" -> "Disk Management".

Choose a volume you want to unmount. Right-click and select "Change Drive Letter and Paths". 

Select the volume’s drive letter and click "Remove".

Click "Yes" if "Are you sure you want to remove this drive letter?" prompted.

Now in "Disk Management" you can see your volume does not have a drive letter. 

When the volume was unmounted correctly you can detach it in your Horizon Dashboard. 

More manuals for Windows you can find here