Hey Paul, I took a look at the Etsy shop in question that Kevin posted the link to. The "items" for sale there are all "digital" files. Which means you are getting and downloading a file. You need to look at any file you are interested in and see what file format he is providing it in and make sure that you have a software program that will open that format because they all do not offer the same format(s). Some say they provide the CDR file, some say they provide the .dxf file, some say other formats. Some say they are a zipped file which have a mix of different formats in them like the CDR, a .dxf and maybe an AI file. These are just the few that I quickly looked at. I did not look at all of them to see what all formats he may be providing depending on the file.
A CDR file is a Corel Draw file. CDR is a proprietary format to Coral Draw so you would need Corel Draw to open the file. If you don't have it, then you may not be able to use the file unless the owner of the file and Etsy shop is willing to convert it into a format that users who don't have Corel Draw can use. Which means, if the file only contains the CDR file, you would need to reach out to the Etsy shop owner and see if he can convert it to another useable format for you. (Easily done.) A .dxf file is a "Drawing eXchange Format" file that is usually created in an AutoCad type program. Again, a scroller is probably going to need to have the file converted into another format for them to easily use. An AI file, is going to be a file created with Adobe Illustrator. Again, like a CDR file, it is going to be a proprietary file format for AI and unless you own AI, you would need to file converted to open in another program. All of these file formats can easily be converted in Corel Draw, Adobe Illustrator, or other programs that may be used to create them. You, as the purchaser, would just need to know what format you wanted or needed and see if the seller is willing to convert to that format. A universal format that can be saved to is a .svg file. A .svg file can be opened by most programs and would be a good format for the seller to use with all of his files. .svg stands for "Scalable Vector Graphic". It allows you to scale a file up or down without distorting an image like occurs with a bitmap image for example. It is also the default format that the free program, Inkscape, will save to. He could also provide it as a Vector PDF file.
Forgot to add, when talking about using the files with a CNC machine, you have to have the file and open it in the software you use with your CNC cutter. You have to go in and tell that software what to do with each line or part of an image, whether it is being cut out completely, whether it is being carved, what depth, etc., Once you have done that, you then have to export those "directions" out in a format that your cutter understands in order to create the actual physical item. This can take a while. The benefit it has is that once you have all that done and saved, you can then more easily recreate the item.
That is just basic, general information that I hope explains generally what you wanted to know Paul.