At a simpler level of description - 'programmable' supplies essentially use a serial-input DAC to provide the internal reference voltage, so the supply output voltage can follow any function or test programme you like, pre-set on the front panel or more usually, driven externally via an interface.
It's primarily a benefit to production and dev/production testing regimes, far more than any DIY use ( for which a dumb psu with or without a potentiometer, or perhaps a big resistor and a bit of low cunning, will usually suffice)