I have found that on professional, purchased designs they have digitized the designs in the proper order with unnecessary overlap. I'd suggest buying one you really love and just follow along, step by step. Your dealer should be able to guide you as to one they have used successfully. It does open a whole new diminsion of embroidery and I 's sure you will like the results after a few practice runs.
here is one that has 2 color changes, you continue with the next color and section of the design.
Generally - you just do on step after the other - there is a tack down - then you cut the fabric - then you go on - with each section - there will be a place for the fabric to be secured then a stitch will be made to cover it, such as a satin stitch.
Where are you designs from - were there not instruction with it?