When you make your original part model, the X/Y zero points are wherever they are set in your CAD program. It can be put anywhere, but some usual places to locatet them are in the bottom left corner, or in the middle of the part. The Z axis zero point can be set at the top of the part, at the bottom, or in the center. When you run the model through your CAM program, you have the option to leave the zero points where they were in the CAD system, or to set them someplace else. It's usually a good idea to make a note of where they're supposed to be set, and to leave that at the top of your program (in parentheses so it isn't read by Mach3) for future reference.
. If your tool is well above the surface and you've set your zeroes correctly, you don't usually have to move to the origin location before starting the program, although it doesn't hurt, and will save the stock from having a diagonal line cut in it if the first move is to a location under the surface of the stock. But before starting the program, you should make sure the zero points are set in the places called for in the CAM program. If the X/Y axes are centered in the middle in the CAM program but you set them in the corner of your stock, then the program will only cut one quadrant of your part from the stock, and the rest will be cut in air - if there's enough room. If not, it will hit the outer limits of your machine and fault out.