Your question could be interpreted at a couple of different levels ... are you wanting to "access" the actual synth settings, or control the alignment of the selected patches, or access "multiple-voices" like a score simultaneously (multi-timbral)?

Typically the first would come from the vendor (or sometimes a $$ third party). I actually don't have any Yamaha gear so I can't point you specifically, but I would start by going to Yamaha's support site for your specific model and see what downloads they have.

The other organizing selections might be something like this? - http://www.jososoft.dk/yamaha/software/casmedit/ -

If you are looking for mutli-timbral use, I can only say that looking up that device leads me to "piano" which doesn't appear to be externally midi/multi-timberal.

Allright, i will try to describe the situation in more detail (and hope for my question to be stupid and for the answer to be simple). I also didnt know some of the words in your first paragraph.
1. Anvil without dgx-650 (thats just a keyboard actually) connected via usb: Will use Microsoft GS Wavetable Synth for MIDI Out and shows me a list of 128 Instruments, a Bank called "Gen MIDI".
2. Anvil with dgx-650 connected via usb: I can select the keyboard as an external synthesizer for MIDI Out, BUT i still can only choose from the 128 Instruments of "Gen MIDI". The list on the keyboard with 543 Instruments isnt getting imported for the user-interface.
I need an interface where i can choose Instruments from the entirety of my keyboards bank for the tracks that use the keyboard as midi Out.
As far as i know, AnvilStudios doesnt even seem to be offering this.

To get your instrument names/numbers, you need enter them by hand, or import a Cakewalk .INS file.

As far as I can see, both require the Pro-Mix accessory. If Willow Software's online shop does not work, this is nothing that anybody here can help you with.

Anvil Studio, like virtually every other MIDI sequencer I'm aware of, will allow you to enter MIDI Continuous Controller messages, other wise known as CC#xx.
To get to any of the voices on the DGX-650 the first thing you need to do is to go to "download.yamaha.com" and choose your country.
In the little menu that comes up enter "dgx650" or use the prompt and search.
You'll get a list of manuals that you can download in pdf format. Choose the "Data List".
Once downloaded, I suggest you save it.
From page five onwards you will see an instrument list.
This includes first the Program (Voice) Number as named by Yamaha.
Second the two Bank Select messages called MSB and LSB. They are in fact CC#0 and CC#32 respectively.
Then the MIDI Program Number. In the manual it's numbered from 1 to 128, but in fact you may have to subtract 1 before entering it in Anvil, i.e. 0 to 127.
It's inserting these CC#0 and CC#32 with the appropriate value, in the MIDI file before the Program Change (using the that will select the voice you require.

So, select (highlight) the track/channel you want to edit.
Go to "View/Event List". Check where the Program Change message is. It may need to be moved later in the file.
Look at its absolute time, in brackets. Double click on the event and change the "Time of Event" if necessary.
Select from the top menu "Edit" then "Insert MIDI Event".
Put the correct MIDI timing in to occur before the Program Change.
"Kind of Event" becomes "0:BankSel", channel will remain the same, and for a normal melody voice the value will be "0".
Insert another MIDI event, place it just after the previous one, but this time select "32:BankSel LSB", and enter the LSB number from the Data List,
e.g. for "Natural Grand Piano" enter "122". Then make sure the Program change is correct and do the same for any other channel to set the correct voice.
That should be it.
It looks much worse written out than it actually is to implement.

"0:BankSel" is nowhere to be find in the "Kind of Event" List. So this Issue is not yet resolved.
I attached screenshots to show the list of "Kind of Event"-options that i have.

Well i am also still interested in recommendations for alternatives to AnvilStudio.
Regarding the MIDI-editing aspect of course.

Tick the box "Include All Controller Events", then you should see the CC#0.

Allrigt, now thats there. So it is this order:
(0),BankSel LSB
(1),BankSel
(2),ProgramChange

Not exactly sure yet where to add which number though.
BankSel LSB and BankSel each have two Parameters, Parameter 1 and Parameter 2.
Programm Change only has one.
On the data list there are 3 numbers for each entry, MSB, LSB and "MIDI Program Change#". Which number goes to which parameter?

I would appreciate an answer like this:

BankSel LSB: Parameter 1: (Number/Variable)
Parameter 2: (Number/Variable)

Banksel: Parameter 1: (Number/Variable)
Parameter 2: (Number/Variable)

ProgramChange: Parameter1: (Number/Variable)

Enzo. I work for Willow Software, producer of Anvil Studio. I personally emailed the download instructions to you from several different email accounts. Whenever this failed in the past, it has been because the email got intercepted as spam. If you email me at support@AnvilStudio.com I can ensure that you received what you ordered. We process orders every day, and our email seldom fails to get through to our customers.
Tom

Email is "enzo.lebold@gmx.de". As far as i remember, i never saw a reply, neither in the regular inbox, nor in the spamfolder. Must be technical issues beyond our range. Allright, i will try to email again, with all the necessary information.

Enzo. I am very glad that we finally made email contact. I wish email never failed. I wish there was a better way. Thank you again.
Tom

Now before i mark this thread as "resolved" i still would like to know which of these 3
MSB, LSB, "MIDI Program Change#"

go into which of these five:
BankSel LSB:
Parameter 1: (Number/Variable)
Parameter 2: (Number/Variable)

Banksel:
Parameter 1: (Number/Variable)
Parameter 2: (Number/Variable)

ProgramChange:
Parameter1: (Number/Variable)

BankSel MSB is the high-order 7-bits of the Bank Select field.
BankSel LSB is the low-order 7-bits of the Bank Select field.
ProgramChange identifies one of 128 different programs within that bank.
With Anvil Studio Works, or the Pro-Mix, you don't need to worry about this.
You can select View / Synthesizers, press the Add Synth..., and either import a Cakewalk Instrument Definition file (because there are so many out there),
or create your own Patch Library by following the instructions. You don't need to define all of the instruments at once - just the ones you need at the time.
You can add to it later. Then you select View / Mixer, assign that synth to a track, and the BankSel and ProgramChange entries will be added.