Checking out iCUE Software
iCUE is Corsair central hub software, designed to connect and control everything Corsair branded in one place. Any Corsair peripherals, Corsair Commander hubs, Corsair power supplies or certain AIOs will need iCUE 4 software installed (product dependent).
The Corsair Vengeance RGB has ten LED zones that can be independently controlled and set. However, navigation and setting up the lighting schemes is a daunting task without the aid of some video tutorials. For example, if you want to set a single LEDs color, the keyboard's Alt key must be held in order to do so. Otherwise, each additional click erases the previous action. This is one of the many idiosyncrasies that isn't always obvious to figure out.
Side Note: While iCUE is the main program for controlling the RGB lighting, other 3rd party software does exist, and plugins for different motherboards as well. I am hesitant to mention anything else by name, since it is unlikely to consistently work. It's safer to say iCUE is the only program that works with Corsair Vengeance RGB memory to set the RGB lighting. ASUS Aura Sync, GIGABYTE RGB Fusion, MSI Mystic Light Sync, and ASRock Polychrome Sync RGB software are all unsupported at the time of publication.