This is too broad/general a question. What are you trying to do? Design a new machine or create toolpaths for an existing machine? More information gets a more detailed reply.
To create a model of a CNC Machine in Solid Works or any other thing all starts out two possible ways, you are going to copy an existing machine, for that you need access to and existing machine, or reasonably good plans. Then, along with access to the Solid works software, you require the basic knowledge of the Solid Works program that will enable you to construct models of the parts that make up this machine and assemble these parts into the complete model of the machine you are copying.
The other option is more complex. This option starts out by you coming up with an idea of the machine you would like to build, then you decide you are going to design this machine. For this part of the process, access to Solid Works, or any other CAD software is not required. You get a pencil and some paper and start. You work out some basic specifications, how many axis the machine will have, though if this most likely going to be a 3 axis machine, especially if you are a beginner and this is to be a hobby machine. You need to decide the space that each axis will be able to travel, the power and torque the motors that drive these axis will have, type of mechanism you will use to drive these axis. once you have worked this all out you need to know what parts you can make yourself, what and where you can purchase the rest will be. Once the basic machine design has been determined you can start making a model of it, this part is basically the same as the copy an existing machine approach, but instead of working from an existing machine you are working from the details you have worked out yourself.
This process is how you approach modeling anything with CAD. The CAD model comes last, you need to know the detail of what you are modeling first, either copying something that exists or by designing something yourself first, then creating a model of this design.
You first gather a team of skilled engineers, then lots of patience! ;)
+ lots of Beer and Pizza....