I need to change the Program for a group of people

You can do this by running a Search from each of your Search screens for the old Program:

From the Case Record Results, Select Records to change, choose Action, Change Program

Note the Warnings about changing the Program

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Select the new Program from the drop-down: Save

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Everyone included in the search, who was selected, should now be assigned to the new Program. You can do this for Mentees, Mentors, and Matches.