Good buy. SY77 is very nice keyboard. It is, however, very complex. You can program your sounds and save them or you can download the sounds (called patches) form the web and load them to the SY, or you can buy floppy disks with patches and load them this way.
It is slightly complex process, like dealing with 1990s PC.
Patches on the net will be in one of the two formats: *.SYX - those are SYSEX files. You can load them through MIDI. You will need MIDI interface connected to your computer, MIDI cable and some software that can send MIDI SYSEX files (for example MIDIOX
The other format is *.T01, *.T02, *.T03 ect. Those are yamaha files. If you save a patch to the floppy disk it will be in this format. If you download such file, you will have to copy it on the floppy disk, and probably you don't have any floppy drive on your computer.
That's why you would probably like to convert *.T01 files to *.SYX format and send them over MIDI. You can do it with the SYCONV
is probably the best explanation of FM synthesis there is.