I have a program, double click on its executable program to run it normally
Do not run a GUI program via the task scheduler in unattended mode. (Run whether user is logged on or not.) There is no way for you to see its window and if the program displays a modal dialog like a "click ok to continue" message box, you have no way to see the message and no way to click on the OK button. The program will just hang and the task scheduler will continue to show that it is running.
Some GUI programs do support a command line switch like /silent or /unattend that tells the code that there is no user to interact with and will suppress message boxes. There may also be a /log switch that tells the program to document what processing it does in a log file. You will need to contact whoever supports the program to find out what is available.
Typically, you should only use command line programs in unattended mode where you can capture stdout and stderr. Create a bat file that executes your program. Echo %date% %time% as the first and last line the .bat so that know when the task starts and ends.
@echo %date% - %time% MyScript is starting.
SomeProgram.exe
@echo %date% - %time% MyScript is ending. SomeProgram RC=%errorlevel%
Then change the scheduled task to execute program "cmd.exe". In the arguments field set it like this example:
/c C:\Scripts\MyScript.bat 1>>"C:\Scripts\Logs\MyScript-%date:~10,4%-%date:~4,2%%date:~7,2%.log" 2>&1
That will create a daily log file of all executions of the task. That will capture stdout and stderr for programs that get called. Review the log to see what the program did.