Okay, do you have the instructions for your machine handy? I would say to start there and go step by step until you have your design. Not all machines use the same type of programs, so you need to find out which kind of file your embroidery machine uses and download that type of file. If your anti virus program doesn't allow the download, you must fiddle with that to get it to allow the download.
Without knowing what kind of machine you have it makes it hard for us to help you. Many of the manufacturers of the machines have an on line site that shows just how to use your machine. I would start there because they often have videos that are just like what you have.
I hope you get it figured out. Embroidering is fun and there are so many sewing projects to make.