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.