Turing machine - definition of program - naive question
The Turing machine itself is the program.
You can see this in universal Turing machines. A universal Turing machine accepts a description $\langle M \rangle$ of a Turing machine $M$ and an input $x$, and runs $M$ on $x$. Thus $M$ (or rather, $\langle M \rangle$) is the code or program, and $x$ is the input or data.