I've never seen it done. I think the main issue is that veneer can be very difficult to cut with a CNC. I have had some veneer inlays laser cut for some jobs in the past, but it leaves faint dark edges which aren't really desirable.

Some day when I find the time, I'd like to try a little marquetry with one of these drag knives. Drag Knifer for CNC routerDonek Tools
I believe you'd need to use a 2 ply veneer to keep it from tearing, and there's a limit to how detailed you can cut (not too small).

As for software, I doubt there's any automatic marquetry software. But any CAD or drawing program would work.