One of the best places to start is to arm yourself with patience and read some manuals. In that order. When you are finished you will know much more about everything.
So RTFM!

You could go, download demos, click help and read the manuals. it doesnt matter that you will or not use the specific product. These have well written manuals that will help you much.

- Mach3
- Aspire
- CSMIO
- MachStdMill