Hello Jeremy,
since the Midi protocol is not very well suitable to handle program changes within Electra2 i recommend that you use Electra2's internal patch browser. To open it click on 'brows' in the top left within the GUI.
If your hosts supports it, you can also switch through the patches with the up/down arrows of your computer keyboard.
Electra2.1 will also support the mousewheel to scroll trough the patches.
Program changes through midi are currently supported, but with some restrictions: You must have opened the GUI and it only works if your midi controller has an program previous/next button.
Best Regards