Explained in the AR PDF Manual:
PRG CH RECEIVE will when active make Analog Rytm respond to incoming program change messages, which is useful when wanting to select patterns externally. The MIDI channel that will listen to incoming program change messages is set in the MIDI CHANNELS menu, cov- ered on page 56.
PRG CH SEND will when active send program change messages when patterns are changed. The MIDI channel that will send program change messages is set in the MIDI CHANNELS menu, covered on page 56.
PROGRAM CHANGE IN CHANNEL selects the MIDI channel that will listen for incoming pro- gram change messages. An AUTO setting will use the AUTO channel. Enable Analog Rytm to respond to program change messages in the MIDI SYNC menu, covered on page 54.
PROGRAM CHANGE OUT CHANNEL selects the MIDI channel that will send program change messages when changing patterns. An AUTO setting will use the AUTO channel. Enable Analog Rytm to send program change messages in the MIDI SYNC menu, covered on page 54.