I have a Brother PE 770.
I have 2 flash drives for it. These can be bought at Best Buy, Wal Mart etc.
I go to several different sites for designs. I choose the format my machine uses, then download them to a file.
Usually they need to be unzipped (another program Winrar or 7zip are good programs), I extract them to a folder usually named Emb designs so I know where everything is. Then I transfer the designs to the flash drive and take it to the sewing room and plug the flash drive into the USB port on the machine.
It looks as though your hooks directly to a laptop or a PC. This should make it easier to get designs if its hooked up to the internet.