Yamaha DTXpress/DTXplorer/DTXtreme

I am new to electronic drumming, and as I understand it I can load 
some kit files onto my DTxpress unit which I can get from others here. 

Can someone please explain to me how I can do this and what I need to 
connect to my unit? I would like to try it but I don't know how.

Please be as discriptive as you can.

Thanks

Tony