I don't have this particular machine but I do have 2 Brother embroidery machines. All you have to do is download the designs to your computer and then using whatever method your machine uses to transfer it to your machine, i.e. USB cable, memory card reader, thumb drive.
Most of the time, the designs are downloaded in a zip file and when you unzip the file, you will need to choose your machine's format. Sometimes, you can do that directly on the site, like Embroidery Library.
A caution, always download a sample of a design provided by the site and do a test stitch out before you purchase a design from that vendor. All digitizing is NOT created equal!