I would suggest using
pavucontrol (Pulse Audio Volume Control) which lets you individually set volumes of programs, or mute them. It's not perfect, as some programs use system-sound calls to play audio effects (eg. I nearly always have
hexchat running, but I can't control it's volume except via system-sounds volume which is fine too).
My screenshot is of
pavucontrol on my Xubuntu 18.04 LTS box, with
audacious playing music (hence blue bar showing volume),
ambient-noise playing sounds (currently louder than audacious) &
vlc (paused so silent). You'll note a volume-X button to the right of each, which lets you MUTE those sound tracks. To adjust the volume of
hexchat I'd adjust the slider for system-sounds.
If using 18.04 LTS or later, I'd also suggest adding the PulseAudio Panel Plugin to your panel, as it allows pausing/playing/next/previous for your running audio programs, plus quick access to the Audio-Mixer (or the
pavucontrol I've provided a picture of). The panel plugin has even better features if you're running 18.10 or later.