I don't have that machine but in looking at the brochure on the Brother website if appears you can use a memory stick. Download your designs to your computer first, and make sure they're in the right format for your machine which I'm guessing is PES. I keep mine in various folders according to category, flowers, animals, Christmas, etc.
When you want to use a design, find it in your folder and download it from your computer onto your memory stick. Then put the stick into your embroidery machine.