Where Are Halionic Sonic SE Programs Changes Saved When Recording via Midi Controller Keyboard

I linked up Nektar lx49 controller keyboard,I could hear a sound and played a few notes,when I went into the midi list editor,there was ONLY NOTE INFORMATION,no program information,do midi tracks contain program information when recording using halion sonic se via midi controller
If I decided to change a program sound using halion sonic se ,where can I see this stored information.,many thanks