First, we start with an idea. It could be a paper sketch or an idea in your head. That idea needs to be a CAD model. You can design your own CAD file with software like Fusion 360, you can use a site like UpWork to find a CAD Guru or Engineer to assist, or you can use a number of the free websites to find existing CAD files!
CNC stands for Computer Numerical Control, or in layman terms: a computer is using a language (G-Code) to control motors which position the machine.