I also tried to connect synthesizer (Casio 3500) , but I cant find it here http://joxi.ru/ZrJw6OBInvejXm (in the list of input devices).
The Casio CTK-3500 has USB MIDI only so no new audio device will appear after connecting a USB cable to the computer:
https://support.casio.com/storage/en/manual/pdf/EN/008/Web_CTK3500-ES-1A_EN.pdfUSB MIDI means the keyboard can be used to send notes to the computer when you press a key on the keyboard. MIDI note information does not contain sound though, it is like sheet music - just a list of notes. A MIDI instrument like a piano, synthesizer, or sampler is needed to create sound from this note information.
jammr can load many popular VSTi plugins if you want to use your keyboard as a MIDI controller (see the Effects Plugins section in jammr's settings dialog). Using plugins can be a little complex to set up though. It's easier to record the headphone out of the keyboard instead. That way you can play the sounds your keyboard makes into jammr.
The CTK-3500 manual has a section titled “Outputting Digital Keyboard Notes to Audio Equipment” that describes this. You can connect an audio cable from the keyboard's headphone output to your computer or a sound card. If you have a suitable cable then I recommend trying this approach first.