CNC, or computer numerical control, machine training can be conducted in a variety of ways, including through courses geared toward the use of certain popular models of mills and lathes. Not only can you be trained on the basics, but you can also study more complicated techniques.
Trade schools offer hands-on training with CNC machines including lathes, mills and routers. They have trained professionals to teach you the basics as well as more advanced techniques. They often also partner with local machine shops to help find jobs for recent attendees.
Some machine shops will allow you to shadow an experienced machinist in order to train on specific techniques. These apprenticeships allow hands-on job experience that may eventually lead to a job in that shop. Contact local machine shops to see if they operate such programs and find out the particulars of their programs.
Learn about CNC machining online through video courses. These courses can offer in-depth study of the machining process and offer discussion groups that allow you to ask questions about techniques and concepts regarding the manufacturing of parts with a CNC machine. Tooling University offers these courses as well as training on specific, popular machines.