I don't believe the UAD plugins accept midi program change messages. I've also never tried though.
However, if you're using Live, you can set up an effect group with multiple instances of the same effect in parallel, with each effect having a different preset, and then map a macro control to map a knob to cycle the effects on and off, without consuming DSP on the ones that are off. See attached for an example.
Ableton FX Map.png