As has been mentioned before, a program is a binary file on a storage medium; by itself, it is a dead object. To run it and thus make it come alive, into a process, we have to execute it. When you run a program from, say, the shell, it does indeed come alive and become a process.
Here is a quick example:
$ ps PID TTY TIME CMD 3396 pts/3 00:00:00 bash21272 pts/3 00:00:00 ps$
Looking at the previous code, from the shell (itself a process: bash), we run or execute the ps(1) program; ps does run; it is now a process; it does its job (here printing out the processes currently alive in this terminal's session), and then politely dies, leaving us back on the shell's prompt.
A moment's reflection will reveal that ...