Before you can run an SPE context, you must load an SPE program into the SPE's local store. To do this, you use the function spe_program_load. The SPE program can either be an independent ELF image in a file or it can be embedded in the main thread executable in special sections. The first case requires that the SPE program image is loaded into memory by calling spe_image_open.
You can find information about SPE executables Cell Broadband Engine Programming Handbook, Version 1.0, chapter 14 "Objects, Executables, and SPE Loading".