The Brother SE625 is a modern and high-quality embroidery machine that can work with some of the most popular formats for .pes, phc or dst files - but only if they're from an approved source.
For decorative stitches though, pmx/pmv data will do just fine! And there's no need to worry about saving since this brand has got your back: both stitch types are retrievable by default (though you'll find it easier on playback).