"Where to begin" is a different place for everybody. If you are a machinist then you already have a lot of skills & experience. If you are a machinist with a machine lathe, mill, and all the tooling required for basic machining, then you're yet another step ahead. Perhaps give some basis to your situation & from there it would be easier to offer a tip or two.
as previously stated, i believe
im a machinist and programmer
i know mills and lathes, and the tooling, just not tools made to cut wood, metal cutting tools as it is a machine shop
i have access to them if i needed to, just not at my whim, while things are slow as long as im not taking a machine that needs to be used i could get something done on a saturday off the clock, if i had a piece of whatever to begin with