The ideal situation to work with neurophysiological data would be that in which they had been stored in an accessible format. Unfortunately, it is very common to have access to data in an unknown format. Often, the documentation about the format used is incomplete, or even it does not exist at all, and you can not export data to any accessible format. It would be desirable that in the future we could count on more information on storing data or, at least, that developers included conversion tools to well documented formats.
Sometimes you can partly identify the general structure of the file. You can save a calibration wave with different filtering in such a way that it can be recovered from the file and, consequently, you can guess something about the method employed by the system.
Otherwise, analog outputs of neurophysiological equipment are available and you can connect an acquisition card to your computer. Finally, data are available in the Internet.
An excellent resource containing complex physiological signals can be found at Physionet.