Hello gwd and welcome to the forum.
ST4 User Manual Chapter 10, but it is a bit brief
Here are the 4 main steps to set it up (right-click to see the full-size image):
Now, in the example, PC# 001 will select "First Song", and PC# 014 then selects and loads "Flutar". PC#015 selects and loads Space Back". When the song is finished, send PC# 002 to select "Second" and whatever PC number is needed for its first instrument.
Then work out how to send the desired PC messages from your MIDI controller.
In the past I have used a special MIDI FX that has a list of the same PC messages and sends the next one on the list each time it receives a C-1 note.