AutoCAD is very complex. I quit using it about 10 years ago. I use an old sign software called CASmate for most of my vector design. Sometimes I use ArtCAM to edit vectors. I only use Rhino for 3D modeling, but you can do vector editing in it.
CNC zone is the best place to lurk for "how to's". Although it's a very large forum, and can be overwhelming at first.
Here's the best way to look at the different softwares:
CAD software - Is the software used to draw the outline, and other details of whatever the project is. It is usually exported in a DXF, or EPS "vector" file.
Rhino (3D modeling software) - Is the software used to turn the 2D vector artwork into a 3D model like a carve top, or a neck profile.
ArtCAM (toolpath generation software) - Takes the 3D, or vector files, and generates a code that makes the selected tool follow the contour of the vector, or 3D model.
Mach3 (control software) - Runs the machine. It takes the the G-code file that is generated in a CAM software, and actually tells the machine what to do.
Some softwares, like ArtCAM will do everything but machine control. Overall, the learning curve is very steep. The best thing to do is start with vector files (DXF). Learn how to import and edit files...and go from there. Don't take on too much too fast. Read a lot, and ask questions.
Unless it's questions such as asking someone you bought a CNC from about setting it up, or where your jigs you were promised are, or where all the files you were promised are. Then you need not ask.
I picked up quite a bit on my own by asking actual helpful people, and joining CNC forums. There are guys here VERY handy with CNC. If you have any questions I would be more than glad to help you. The learning curve is pretty steep. First lesson, don't trust someone who you give thousands of dollars to follow up with all their promises, in the end you end up getting blamed for giving up when all you've asked is what you were told to ask.