Are you asking about CNC Drilling a board or CNC Milling a board?
I small CNC mill is great for drilling. I made a video about it.
CNC for milling depends on the tolerances. Simple circuit boards could use a a dremel on a simple mill. But more complex circuits, require much tighter tolerances provided by a good spindle.
You can CNC Drill and still etch if you have trouble with tolerances.
As for the pins, I use alignment pins on my mill table so I can flip the board and do the other side with precise location. You still need some thru-holes, with circuits lining up on each side.
My process is here: Drilling the PCB