Are you wanting to select voices using software while playing, rather than by selecting them from the keyboard's panel controls?
What kind of device are you planning to use-- a computer or laptop, or a tablet or smartphone?
If you're planning to use a computer or laptop, you might need to install the proper USB-MIDI driver from Casio, but as far as software you should be able to use just about any MIDI software, such as a DAW or something simpler.
If you're planning to use a tablet or smartphone, you'll need an appropriate interface cable for connecting the keyboard to the device, and successful MIDI communication between them might depend on whether the CTK-3500 is USB-MIDI class compliant (since Casio might not have a USB-MIDI driver for whatever operating system is used by the tablet or smartphone). But there are apps that can send voice-change requests to a keyboard by selecting a song from a list, or something like that. There are also apps that can send MIDI events to a keyboard using virtual controls such as pads, knobs, and sliders.
If you specify what type of device you're planning to use, what operating system it uses, and what sort of situation you're wanting to select voices for, we might be able to provide more specific comments.