The short answer is that if a soft synth supports Program Change commands, you will generally see Bank and Patch lists in the corresponding widgets of the MIDI track (or MIDI tab of a Simple Instrument track), and the Patch Browser at the bottom.
Z3TA+ does in fact support this. But as you figured out, Dimension Pro, and other synths that have to load big sample libraries don't generally support MIDI Program Change, though I'm sure there are exceptions.