I am unable to fully test this because I can't bring a keyboard into the house. I suppose I could emulate something to get what I want accompished. But, I'm not that motivated and I'm working on real events these days.
First off, you're right to assume you need a MIDI interface. Doesn't matter how you get there, be it via a USB interface, firewire, a device with a serial to MIDI bridge(like the Alesis QS-series), or via the joystick port.
Now, I'm not familiar with the Roland FC-200 so I can't speak authoritatively on that unit. I do know that Roland does their addressing a bit goofy as far as calling up patches using Program Change commands. But that is more of a comment on Roland sound units. It's not that big of a deal, one quickly learns and adapts to it.
Now, my unit of choice for testing is a Korg DDD-5 drum machine, and based on HOW it operates, it simply does NOT transmit program change information, so that kind of nuked my testing. However, MyDMX isn' totally picky about WHAT it is listening for, as long as it gets something to listen to. In my case, I was able to see that by going into a certain mode, I could transmit pattern numbers, which I'm having trouble deciphering the MIDI controller number.
Why the DDD-5 doesn't transmit Program Change data is not important to this discussion. Other units, such as my Korg DS-8, Roland D-50, Roland Juno-2 and Alesis QS-8 DO transmit program change data. I know for a fact my Roland Octapad II Pad 80 not only transmits program change data, but transmits program change data on sepparate channels as part of the "kit" design, letting the this device be the "centralized" focus on an electronic drum kit. Of course, by today's standards, the Octopad II is way outdated. I am not sure of the status of my rack mount synths transmitting program change data.
I suspect that MyDMX would not have a problem working off Program changes as the trigger. For those who do not know how those work, you MUST complete the command sequence for it to be transmitted. Depending on the unit, it may be a 2 key-stroke task, others a 3, but that's not important.
I would ASSUME that a program change command should work the same as a note on from the position of being a "definitive" value. Progam Up/Down commands work by sending the actual value, not a "+/-1 from current". So, if you're at Patch 59, and then hit "Program Up", you're going to send "Program Change to value 60", no a "+1".
Actually, I'm just kidding about "assuming". That's how it works.
So, with that in mind, you should be able to change your scenes with your FC200. The only weakness I can forsee is if your show isn't set up in the order you want it if you're just doing an up/down thing. It also might be a pain to memorize up to 128 patches, or even refer to via a cheat sheet, but that's just ME.
The only other thing I can recommend is to change any memory battery in the FC200. I'm currently having to do this for a few of my devices. Can you imagine? The battery in my DDD-5 lasted 20 years! My DS-8 battery lasted 8 before I changed it, and it is due again.
For others inquiring what should work, the biggest concern should first be knowing what your device is capable of transmitting. As I stated earlier, in the scenario I created, the drum machine will NOT transmit program changes(values 0-4 in this case), but DOES receive them. Check your MIDI implementation charts, as nearly any MIDI device includes one either as a sepparate page or towards the end of the manual. I do recommend using things that are not continuous controller data, such as volume, after-touch, pan, pitch bend, tremolo. I'd also generally recommend against things like sustain pedals mainly due to the fact you don't get many options. I have a pedal pair I use for program up/down applications, which should be OK if used properly AND assuming you've programmed you show to perform as you envision.
I generally recommend against knob controllers and certain slider type conrollers due to a lack of control for triggering. When I get a keyboard inside, I'm gonna see about assigning the joystick to a channel and see if I can control a DMX channel that way. In that application, a knob or other continuous controller(slider/fader, stick, wheel, volume pedal) would be a ideal CONTROLLER, although the only weakness would be that for every value change of 1 in MIDI, it would be scaled by a value of 2 in DMX due to the addressing schemes. As you know, MIDI goes from 0-127, while DMX goes to 256(while addressing is 9-bit!)
And don't forget, test it all out WAY ahead of time.