I have an embroidery machine and there are a lot of designs to dowload on the internet, which don't need software. Some are free sites and then of course other sites have them for sale at a reasonable cost. Some sites have samples, so you can try out their designs. You download the files in the format that your machine takes. (mine is PES). Some downloads come with a variety of formats (mostly zipped) and you have to extract the file and pick your format.
If you need any more info,e-mail me.