It depends which version of Pro|ENGINEER you have and how you want to output to CNC.
All releases and versions should export or Save As an STL file. Import this into the post processing software supplied with your CNC machine.
The Schools Advanced and University plus versions of Pro|ENGINEER included the NC module so you can do the tool path definitions in Creo with the advantage the link being associative. PTC supplies post processor output to a range of commercial CNC machines and a few school sized machines although the generic Fanuc post will work with most machines and provide 3 axis control.
The Student and Schools Editions of Pro|ENGINEER did not have the NC module.