I remember looking at this some time ago.

They have sent you a pdf file with a full size nested parts sheet for printing out (at a printer shop unless you can print 24” x 36” at home). You then cut these out and stick them to the mdf and cut around them. Or they may have marked up the sheets as A4 with lines to stick them all together as one big plan. I think this could be a bit dubious in terms of accuracy, depends on adjustments.

They also say they provide the CAD in various format. Have they sent:
iges
stl
igs
Or anything like that? These can be read into most CAD programmes and from that point you would need to export them as a 2D outline (dxf is common) into a CAM program. Then create tool paths. Then export gcode in the flavour that you CNC machine is compatible with and cut them out.

I think this is an American site so units could be inches although 200x120 sounds like mm for a CNC part.

Does this get you any closer? If not please reply with what you have been sent in detail and what CNC machine you have and your workflow today in terms of software you use.