Addendum to Basic MIDI, this video explains how to get different instrument sounds in Max using General MIDI and MIDI Program Changes. for more on general MIDI, see: https://en.wikipedia.org/wiki/General_MIDI.
If you want the pre-populated umenu object so you don't have to type it in yourself:
https://kimberleeswisher.com/midiprogram
Learn more Max on my channel: https://www.youtube.com/channel/UCg8PkUJrxqsYaesUwhadzfw