As described in the Getting Started book, each pattern device (such as the Redrum) has 32 pattern memories, divided into four banks. To select a pattern, click a Pattern button (or, if the desired pattern is in another bank, first click the Bank button and then click the Pattern button).
If you select a new pattern during playback, the change will take effect on the next downbeat (according to the time signature set in the transport panel).
If you automate pattern changes in the main sequencer, you can make them happen at any position.
Note that you cannot load or save patterns - they are only stored as part of a song.
However, you can move patterns from one location to another (even between songs) by using the Cut, Copy and Paste Pattern commands. This is explained in the chapter "Using Pattern Devices" in the Getting Started book.