I personally just use the Zxx command in the pattern editor to change phrases. Some people get fancy and use MIDI but I don’t have any MIDI devices.
http://tutorials.renoise.com/wiki/Phrase_Editor
Explains phrases a bit more (as well as MIDI stuff), Program mode is just to trigger 1 at a time essentially. Keymap is so you can map out multiple phrases to the keyboard (like split key mode on synths). But both modes function super differently, you have to mess with them to see as just reading about them may hide some of the subtle pros and cons of each mode.
Also,
https://forum.renoise.com/t/effect-commands-cheat-sheet/45512
Will be really helpful if you aren’t 100% familiar with effect commands (I know I still forget the majority lol)