I have a PE700II and there is no "software" that came with it. BUT there are many several programs available so you can design (digitize) your own patterns. This is usually true with any embroidery machine you buy. There's always "extras" you can buy!! Brother's own software is PE Design and PE Design Lite. They are too expensive for me. I use Sew What Pro, Embroidery Magic 2 and Monogram Wizard Plus Extended. These were less expensive and allow you to do basic lettering, monogramming and SWP and EM2 has digitizing functions. There are demos on each of these so that you can play with the features before purchasing.
Good Luck!