The suggestion is just that you connect the Push to a computer to create a midi clip with a PGM change message and once that’s done you save and return to standalone. You don’t need anything else connected. You can set the MIDI routings on your Push manually in standalone later if you really want to continue to waste your own time
I googled it now and there’s a page in the Ableton knowledge base called “Sending Program Change messages from Live” that will show you how to do it