What is the Data Import Wizard object to select to load a Program?
When I look for the object to select at the start of the Data Import Wizard, I cannot see Program under Standard or Custom Objects
You won't be able to use Data Import Wizard for this. Program is a Standard Object due to NPC licensing. You can only use Data Import Wizard for Accounts, Contacts, Person Accounts, Leads (and Solutions - which has been outdated for years and years).
To import Programs from a spreadsheet, you will need to use a separate data loading client such as Data Loader or similar tool.