1) .syx files are System Exclusive MIDI files (aka SysEx) that, as the name implies, are "(MIDI) code" exclusive to the brand+model of a specific device.
So, if those are files from Moog, only a specific Moog model will understand them.
2) BeatStep is a controller+sequencer not a sound generating instrument so it won't generate any synth sounds on its own.
3) If you have that specific Moog model for which those .syx files are for, then you can use an utility to send them (do a web search like "send SysEx from Mac
" or "send SysEx from Windows
" to find how-to and with what tool).
Some DAWs support sending SysEx blocks of data that you can insert as MIDI clips in MIDI tracks, importing those .syx files into them.
So, sending those SysEx blocks/files to the correct Moog synth will set its parameters to specific values that will result in a synth sound/patch/preset (or bank of).
Then, you can use BeatStep to send MIDI notes to play that Moog synth