Program Change Help

In my quest to learn Cubase, I’m trying out program change on Halion Sonic. I’ve found only one YouTube video and it’s in Italian. Fortunately it was obvious enough to duplicate on my computer. Unfortunately, when I ran it, nothing happened. While this is not a showstopper by any means, I am curious as to how this works and if its intent is to actually change a program.

The video is found here: