Hi and welcome to Arturia forums.
As you can read in the manual: " You can also use MIDI Program Change messages to change your presets. When working in this
way, MSB selects the song while Program Change selects the Presets within that song.".
So keep in mind that the Bank Select MSB need to be followed by a Program Change to work. Program Change can work alone.
Bank Select (MSB) = Midi CC#0
Bank Select (LSB) = Midi CC#32
ProgramChange is'nt a Midi CC.
Each selector have 128 values.
https://www.midi.org/specifications-old/item/table-3-control-change-messages-data-bytes-2How it works can perhaps also depend on which controller you have.
And the numbers you can use also depend on how many presets you have in a list and such.
For step select you can also use arrow keys on a computer keyboard.
I have'nt tried this a lot. I suggest you exsperiment.