Not all machines have this capability as most now have a USB to save the design file on and removed this capability.
If your machine requires a special data cable to transfer or special machine drivers, most likely you will not be able to connect directly. Wilcom offers commercial-grade software that may be able to do this for your machine. See here
Try to direct connect with Hatch Embroidery.
1. Connect your embroidery machine to the computer with the cable.
2. Open Windows Explorer and check if you can see the machine as an external drive
If so.....then you may be able to connect directly with Hatch Embroidery and proceed to step 3 below.
If not....then your machine is not capable of direct connections.
3. From within Hatch Embroidery click on the "Transfer" icon
5. Select your "Machine" or a machine from the same brand, or select "Others" (2)
6. Select the "File type" your machine uses. This is your "stitch file" (3)
7. Select the "Location" of your machine as shown in Windows Explorer (4)
8. Click "OK"
If your machine can be connected directly to Hatch Embroidery, it will now be connected and you can send designs directly to your embroidery machine.
What if I cannot connect directly to my machine?
Firstly see how your machine accepts the stitch files. Usually this is via a USB stick, which means you can "export" your design files directly to the USB stick and plug it into your embroidery machine.