You need to download Coated_Fogra39L_VIGC_300.icc from here.
Then, run:
gs -dSAFER -dBATCH \
-dNOPAUSE -dNOCACHE -sDEVICE=pdfwrite -dAutoRotatePages=/None \
-sColorConversionStrategy=CMYK \
-dProcessColorModel=/DeviceCMYK -sOutputICCProfile=Coated_Fogra39L_VIGC_300.icc \
-sOutputFile=output_cmyk.pdf \
input.pdf
Sources: