Hi, congratulations on your purchase! If I am right, the software that comes with it is Editor Lite? If that is all you have, you are limited in what you can do, the program just lets you edit designs such as size, orientation etc. But, it doesnt come with any designs you have to get them from elsewhere. Try some of the following places:
http://www.embroideryonline.com/index
http://www.emblibrary.com/
None of the bernina software comes with any designs, and to do applique, you need an applique design as there are various stages to do. BUT, your module will do it with your machine.
Hope thats of some help.
best of luck
lynn