A CNC is a computer numerical control tool. It usually has a rotating cutting tool which can move on 3 or 4 axis. This is a common design that you can find from small milling machines to large 5 axis industrial CNC. Even 3D-printers share this design except that the cutting tool gets replaced by a plastic injection nozzle.
I built my CNC shortly after reading “Build your own CNC machine” written by James Floyd Kelly and Patrick Hood-Daniel. The book takes you through all the steps of the construction from cutting MDF boards to configuring the software that will control your machine. On his website, the author also sells a package including all the small parts (everything except wood, rails and electronics) to get you ready without having to search for every screw and nut. Electronic kits can also be purchased online.
A CNC is basically made from MDF boards, threaded rods, stepper motors, motor drivers, breakout board, power supply, and a computer with CAD and CAM software installed.