There are some standards for MIDI, such as XG of Yamaha and GS of Roland. Each maker has its own standard. System Exclusive Commands are used for these maker's standards exclusively. For example, Roland's System Exclusive Commands are taken by only Roland's Sound Generators.  However, Universal System Exclusive Commands are taken by all Sound Generators. It is easy to think that Universal System Exclusive is for GM.

You use System Exclusive Commands when you want to use maker's original functions. For example, your Sound Generator may have many effects such as chorus and reverb that are not supported by GM.  You use System Exclusive Commands to use these effects. Or, you can change micro tuning by using System Exclusive Commands.  The System Exclusive Commands that is supported by Sound Generators are different, even though the Sound Generators are the same maker's products. Expensive Sound Generator has more function, so it supports more System Exclusive Commands.

System Exclusive uses maker's original function, so if you use a different Sound Generator, you can not get the sound that you intended.  Therefore, if you want to distribute your MIDI files on the Internet, You should not use System Exclusive Commands. Or, you may state what kind of standard is intended.

Most Sequence Software have a window where you can input data as list. You can use this list window to input System Exclusive Commands.  All System Exclusive Commands are data set that begin with F0h and ends with F7h. You have to refer a manual book how is the data set for intended function.