A program is a group of people using the same belt ranks. Or a group of people in the same kind of class that doesn't have belt ranks (i.e Kickboxing).
To add a new program, hover over Settings in the top right menu and click on Programs.
Scroll to the bottom and in the empty text box type in the name of the new program you are wanting to add.
In the next drop down you can copy ranks from an existing program or use N/A if the program doesn't have any ranks or needs. There is also an option that allows you to create Custom Ranks for a program.
When those 2 boxes have been filled, make sure to click the button that says 'Create Program!' to save your work.