I got my first CNC Machine!

[JAZZCNC]

Also I notice the motors make a fair noise even when they are not moving, but just under control of the board. Is this normal?

Yes it's normal and they will get hot as well when stood still.! They are actually drawing more current when stood still than when moving without load.

Please note that if you change the step dip switch's you will have to retune the motors in the control software.

The machine accepts 3mm shank tool bits. Where can I get tools with 3mm shank? My usual router has 6mm shank bits.

Cutweltools.co.uk mainly for milling but metal carbide tools cut wood ok.

4) It would be nice to add a turning axis to do metal lathe work (wood too if possible). Can anyone advise the easiest way to do this? I guess I don't need stepper control of the turning, just a speed control. I assume I can then install a lathe cutting tool in place of the usual spindle motor.

Forget it the machines not up to cutting metal.!

You can buy purpose built 4th axis from Arceurotrade or make your own using a stepper and pulleys. Then use the spindle to cut material while the 4th axis rotates or holds the material as an indexer for engraving/carving. This is the common setup for wood turning.
Also On bigger stronger machines it's possible to put the metal to be turned in the spindle and mount cutting tool on the frame then program then Y or X axis to move the spinning material into the static tool. . . . just youtube mill as lathe and you'll find examples.