Probably a google search for 'sys-ex tutorial' would find you a lot of information.......

Plus, in most Roland MIDI addenda in their Parameter Reference manuals (should come with most Roland keyboards), there is a section where they explain what the different bits and bytes do, and how to program your own.

Try this, it was the first to come up in Google http://www.2writers.com/eddie/TutSysEx.PDF#search=%22sys-ex%20tutorial%22