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Software is a broader term. It includes things we call, "programs" but it also includes things that we might not call programs like collections of programs (e. g. operating systems) or things that aren't necessarily programs in and of themselves (e. g. libraries).
In many contexts they can be used interchangeably.
I second this reply. A program is just one. Software is either one programs or a collection of programs. Just like a drop of water is water, but water is not just one drop.