A show - by definition - is a spectacle - a visual event which you sit and watch and enjoy. A programme is a collective statement given to the item of media which is broadcast. A show can be part of a programme, but a programme doesn't have to include a show. EG: ITV Nightscreen is a programme but it isnt a show. Likewise documentaries aren't shows in the strictest sense, nor is news.
A programme is the entire package - credits, presenters, graphics, presentation. A show can make up the majority part of the programme.