You need to create a new parameter object inside your device definition. Name it ‘Prg change’ (or whatever you prefer), set the type of this to ‘MIDI Program Change’ and set the range from 0 to 127.
In the arrangement you can create a new subtrack to the track with the device mapping. Drag the ‘Prg change’ parameter object onto the beginning of this track, and you get a parameter event with a dial where you can set the program change number. You can drag any number of these events onto the timeline, to create program changes at various positions during playback. You can also edit these parameter events using the event list in the track inspector.