The µC on an Arduino Uno has only 2 kB of RAM. It does have 32 kB of on-chip program flash memory.
There's no real dynamic program loading possible (from connected storage or whatever) since it can't execute instructions from RAM. Unless you take the indirection of a script/bytecode interpreter or outright emulation of a different CPU (there's an AVR based CP/M project out there that emulates a 8080 with external DRAM).