Program changes for multi-timbral MIDI
You can use a MIDI "program change" message to tell a synthesizer to change to a different sound. The Max object for that is pgmout.
Note that "program change" is a MIDI channel message, which means that it applies to a particular MIDI channel. Most synthesizers (including the one in your computer's OS) are multi-timbral, meaning that they're capable of playing different timbres on different MIDI channels. So, to get more than one sound at a time, you'll need to send different program change messages on different MIDI channels, and play the notes you want on each channel.
In this example, we've chosen program 5 on MIDI channel 1 (electric piano in General MIDI), program 36 on MIDI channel 2 (fretless electric bass in General MIDI), and some Latin percussion (bongos, congas, and timbales) on channel 10, which by default in General MIDI should be used for key-based percussion set.