Start with your machine model
Every embroidery machine accepts a specific set of file formats. Brother and Baby Lock machines commonly use PES, Janome commonly uses JEF, Bernina commonly uses EXP, while many commercial machines use DST.
Check the hoop and design size
The correct format alone is not enough. Confirm that the design width and height fit inside your machine’s usable embroidery field. Use the closest supplied size rather than resizing a stitch file too aggressively.
Keep the original download
Extract the ZIP archive and copy only the format needed by your machine. Keep the original package as a backup so you can use another machine format later.
Always test a new design on similar fabric and stabilizer before stitching the final item.