Below, see a half ball, a cone, and a cyclinder (all sideways and therefore looking like a half disk, a triangle, a rectangle).
The all have radius $r$ and height $r$.
Look at the plane at heihgt $h$ above the ground (dotted line).
The intersection with the cylinder is of course a circle of radius $r$ and area $\pi r^2$;
the intersection with th econe is a circle of radius $h$ and area $\pi h^2$;
the intersection with the half ball is a circle of radius $\sqrt{r^2-h^2}$ (use Pythagoras to find the radius) and area $\pi(r^2-h^2)$.
Hence - independently of $h$ - the coross section area of the half ball plus the cross section area of the cone equals the cross section area of the cylinder:
$$\pi(r^2-h^2)+\pi h^2=\pi r^2. $$

Convince yourself that this means that the same equation holds for the volumes:
$$ V_{\text{half sphere}} + V_{\text{cone}} = V_{\text{cylinder}}.$$
You certainly know that the volume of the cylinder is $\pi r^3$ and that the volume of the cone is $\frac 13\pi r^3$ (where the factor $\frac13$ comes in exactly the same way as it does for pyramids).
Therefore, the volume of the half sphere is $\frac23\pi r^3$ and the volume of the full sphere is
$$ \frac43\pi r^3.$$