I'm thinking of getting a MIDI device that needs to be preprogrammed with MIDI SysEx messages before I can use it. I don't have a MIDI keyboard with that capability.
How do I send MIDI SysEx messages from my Windows 10 laptop to a MIDI device?
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You need an application that can send such messages. Such apps are often called sysex librarians. I'm not sure if there are any DAWs that can also send one-time or real-time sysex messages. It looks like Avid Pro Tools can at least record a sysex dump from a device but it's not clear if it can transmit to a device.
If the MIDI device you're talking about has only traditional MIDI sockets, rather than a built-in USB interface, you'll need some kind of MIDI interface - an example is the Roland UM-One, but I mean that only as an example, not a particular recommendation (and you can probably get something similar 10 times cheaper off ebay...)
Beyond that, as Todd says, you'll need an application that lets you enter hand-crafted System Exclusive messages yourself, and that can send them to the device. As well as looking at librarians and DAWs/ MIDI sequencers, you could consider writing a script yourself in Python - the Mido library mentioned in another question recently seems to allow this.