Need basic CNC info please Answered

I am in the process of learning SolidEdge V19 by myself (It's CAD program, if anyone is wondering). Now I know it may not be the best place to start learning CAD, but I got it for free. I am quite new to CNC machining and CAD software and I need some clearing up on a subject:

In what environment do I need to draw the parts in order for it to be used CNC? I am only working with sheet metal and have all the precise dimensions of the parts that need to be cut out. Should I create the parts in the drafting environment and then export it as a .dxf file which will be used on the CNC?

Sorry if my question sounds a bit, you know, stupid, but I just need some clearing up on this issue.