If you have 3D images (that is, Z-stacks) and you use a 3D nucleus-identification algorithm (not currently available in CellProfiler) then you will be able to produce 3D measurements, such as volume.
But, given 2D image data (whether confocal or not), the only thing you can calculate is how much 2D area is occupied in the image by each nucleus, and what is the 2D perimeter around the nucleus within the image slice you are analyzing. So, these are the measurements that CellProfiler produces. If you believe that your nuclei are spheres (or some other particular shape) and that you are focused through the center of the nuclei in your images, you could extrapolate the volume measurements based on the area measurement using simple math - but of course it’s a big assumption to make that the nuclei really are perfectly spherical! So depending on your biological question, you probably simply want to report the 2D measurements rather than extrapolate 3D measurements based on questionable assumptions.
Hope this clarifies,