The Psion 5(MX) has several built-in applications. They use their own file formats to save data files. Psion has written file conversion utilities for Windows 95, in the form of their PsiWin program. But there are no conversion utilities for other operating systems. Also, Psion is not able to or does not want to release enough data for others to write their own conversion programs. At least, that is what I have gathered through the newsgroups and from other sources.
The Psion 5MX uses mostly the same file formats as the Psion 5; the conversion utilities seem to work, though you might get a few additional warnings. Other Psion PDAs might be supported too, and even other machines running EPOC32. The Psion Series 3 uses EPOC16, and are not supported.