Well, the Voodoo3-3500 does support OpenGL, but it wil l only get you that far.

It is very important that you also write your Operating System used.

Any normal, current 3dfx Reference or 3rd Party Driver ships with the so called 3dfx OpenGL ICD, which unfortunately is very limited when it comes to modern OpenGL Games (OpenGL 1.1 conformal, and not all Rendering Functions supported).

With MesaFX, you basically use an alternative, and in many ways more compatible and potent OpenGL Driver.
It always consists of an opengl32.dll and a paired glide3x.dll.

Those 2 Files need to be placed inside the Game Directory (more exact : in the same Directory, where the main Game .exe is located)

When initializing OpenGL, any Game will first look for the opengl32.dll in it's very own Directory.
As it finds the MesaFX File, it will use it, and the Game should launch.

Beware though, that the Voodoo3-3500 has only 16MB of RAM, and does not support Texture Compression.
That means (if it runs), you'll have to start by reducing the Texture and Effects Detail to minimum at first.
If you can get it to work satisfactory, increase Detail Levels as you feel yield acceptable performance.

If the Game still doesn't launch, search for the File where Call of Duty stores its preferences. Usually a Text File (.ini), which you can manually edit to set all Detail Levels and Resolution to absolute minimum, in order to get the Game to initialize in the first place.
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As far as I can read from other Forums, Call of Duty by default tries to launch at 32bit Color Depth, which the Voodoo3 does not support.
That definitely has to be changed in the Configuration/Preferences File of the Game.

Technically, I think it should initialize with MesaFX at least at 640x480 16bit, minimum Detail levels (once working, those can be increased again)
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Just in case you are using WinXP with the XP default Driver, note that this Driver is "generic" and indeed doesn't support any OpenGL.
It might then be in order, to install a suitable Driver first before trying to run the Game
(e.g. AmigaMerlin or AmigaSport series)

If it still fails, don't be hesitant to try older Win2k/XP Drivers as well; sometimes these older Drivers just do the Trick
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The way it stands, MesaFX is definitely needed for Call of Duty; all other/older OpenGL Standard Drivers (e.g. 3dfx OpenGL ICD or WickedGL) apparently fail.

Manual Editing of the Game's Config/Preferences File is mandatory, in order to modify it according to the Voodoo3's Limitations (no 32bit, no Texture Compression, choose minimum Detail Levels).
PS.
Config Files are commonly easy to read, as they more or less list the Options plain language.

I don't think it's possible at all for the moment to play CoD on a V3, because MesaFX does not support the texture compression required by the game (s3tc?) on the voodoo 3.