This will let you connect MIDI cables to your computer via USB and transfer SYX files. If your soundcard does not provide MIDI jacks then you will have to buy a MIDI-USB interface.
First step is to obtain a MIDI cable that can be connected to your soundcard MIDI jack. In here i will detail the use of free MIDI/SYX utility program called MIDI-OX which is used among many other things, for system exclusive (aka Sys-Ex aka SYX) transfers.
I will describe the procedure for the PC, though exactly the same process applies for other computers such as Mac, Linux etc.