As long as you are using the tools offered in the software (and that includes their fill stitches etc) you can do with a design what you want, sell it, give it away, keep it for personal use.
Husqvarna/Pfaff software for instance offers predigitised so-called superdesigns - they can be ever so handy when you need a decoration fast, see picture, superdesign plus encore, done in a minute. But, there's always a but, when you use those for designs to sell/give away it is a different matter entirely. Then copyright is concerned and you'll have to contact them about what can or cannot be done.
Copyright laws for the artwork can mean you have to buy a license to use it.
Thank you that makes sense when you say it like that. :)
Do you know if that is the same for fonts, or is that another issue altogether?
Fonts can be a minefield - I always look for the licence details before I use a TTF. They may be free to download, but they are not necessarily free to use.