A CNC router machine is probably the most useful tool a hobbyist can own, but the price for a CNC machine on the market is way more than the average hobbyist is willing to spend. You can build your own CNC with very basic tools, little knowledge of machinery, mechanics, or electronics, but be warned, these machines are inherently dangerous, so wear the proper protection and use common sense. At the very least, read the instructions and precautions on every tool you use.
Now, a CNC stands for Computer Numerical Control, but that is gibberish. It does hint you to the fact that something is controlled, and probably by a computer. It's really a mechanism that interfaces to a computer to control its movements, similar to a robot, but this machine has a specific function. It cuts or shapes things with this control. In essence, a computer precisely controls a cutting tool, like a router for instance, to cut materials such as wood, plastic or metals into shapes only bounded by your imagination.
This video tutorial will show you how to make the z-axis lead screw and x-axis aluminum angles, otherwise call rails, for a CNC router. The lead screw is the main component for the transmision of power in a linear form. Yes, a little like the transmission in the car, but much simpler. The screw yeilds a ratio of force to the linear motion, but conversely affects the speed and resolution of linear motion. To explain in more simpler terms, take a regular screw, and a nut. Hold the nut in one hand but dont turn it. Hold the screw in the other hand and screw it in the nut. Your hand is applying a force to the screw in a circular motion, hence the motor turning the shaft, and if the screw is turning at a stationary point in space, it wil pull the nut toward the hand turning the screw. If the turning motion of the screw is reversed, the nut is puched away from the hand turning the screw.