In Control your character can use a variety of different outfits during the game. You can unlock outfits by completing missions in the main path of the story as well as by completing side missions and figuring out puzzles. Unlocking the outfits in Control is the first part you’ll need to do if you want to change your outfit, because you’ll only have one outfit to begin the game.
Next you’ll actually need to go to the central control point in the Oldest House to change your outfit. You cannot change your outfit in Control at any control point in the game. It has to be done in the Executive Sector at the Central Executive control point.
Once you access this control point you’ll see the option to change your outfit, which you won’t see at any other control points in the game. You will see this option early on in the game because it is one of the first points you unlock. However, if you don’t have any outfits unlocked you will not be able to change into any additional outfits.
If you need help tracking down different outfits in the game, you can check out this guide for unlocking all the outfits in Control.