If you want a direct connection from your computer's USB port to the sewing machine, that is NOT anything like a simple task!! You are MUCH better off using what is provided. You need an external floppy drive that connects to your computer via a USB2 connection - those you can buy at many computer accessory places. Then you need floppy diskettes. Then you MIGHT need software to read and write the files the sewing machine needs on the diskettes.
Check the sewing machine manual for the exact type of diskette it uses. There have been several 3½" diskette formats over the years, although it's all been double-sided double-density 1.44 MB formats for the last couple of decades. See if you have any information on what info the files contain, and how to create them.
Lastly, you should get a floppy drive cleaner kit. Those drives can accumulate dust inside, especially when they are used infrequently. If dust gathers under the head and scratches the diskette surface, it can become unreadable and you lose its data. So it is better to clean a drive and let it dry out (cleaning systems usually use an alcohol solvent that evaporates) before putting into it a diskette with valuable data. Not every diskette. Not even every day if you use it often. But at least once a month or maybe every 2 weeks.