You need the software, because the 440QE embroidery unit operates from your laptop computer. You also need a dongle, which attaches to a computer port while you're using the software. It sounds like you should contact the seller to see if these items are available, and if not you should contact your local Bernina dealer to see if they can be purchased separately.
As far as learning to use the embroidery unit, the Bernina book for the 440QE gives some instruction, but not much. I took a class from the dealer when I bought mine. Your dealer may have someone who will give you a class even though you didn't purchase from him, or you could check with a local quilt store or guild.