The Comission is nominated by the European Council - made up of the heads of government/state of the member states, which are usually democratically elected in some way - presumably your vote can influence who 1 particular member of the European Council is.

Then, the nomination of the Comission and individual comissioners are validated or not by the European Parliament, whose members are again chosen democratically in every member state.

So, while it is quite indirect, our vote does influence the membership of the comission.

Of course, as in any such system, the more direct way of gaining some kind of influence is to try to organize others to vote a certain way, to participate yourself, or to organize others to campaign together to directly convince/shame the members of the Comission or Parliament or Council to take particular policies.