Both Lauric acid and sucrose are non volatile. And yes it is possible for a compound to be volatile with no odor.
A compound is said to be volatile which has the ability to be easily evaporated at normal temperatures. Lauric Acid is a fatty acid which is found naturally in various plant and animal fats and oils, and is a major component of coconut oil and palm kernel oil. It has a slight odor of bay oil. On the other hand sucrose has no odor but a slight sweet sense.
Actually the volatility of any substance is directly related to a substance's vapor pressure. Both sucrose and lauric acid have low vapor pressures so they are non volatile.
Volatility is simply the nature of a substance to go into gaseous state. In most cases volatile substances have odors, but not necessarily true for all.