The FLI provides the :void type for interfacing with the C void type. In accordance with ANSI C, it behaves like an unsigned char. In practice you will probably want to interface with a C void *, for which you should use the FLI construction (:pointer :void).
For an example of interfacing to a void **, see Allocating a pointer to a pointer to a void.
LispWorks Foreign Language Interface User Guide and Reference Manual - 16 Feb 2015