You need to head over to
www.cnczone.com. That is a great resources for CNC people. You have a lathe so what you can do will still be somewhat limited without a CNC Mill. CNC can also be difficult to program...well, it's not that it's so difficult to do, but difficult to know what you are doing and not crash the head into the part at very fast rates. Most CNC owners would not let you or your gcode near thier machine unless they trusted you *real* well.
You can design your part in a CAD program such as SolidWorks, AutoCad, SolidEdge, and many more.
You then take your 3D CAD part and create "tool paths" using programs such as SolidCAM, EdgeCAM, GibbsCam, ArtCAM, CAMBAM, GnuCAM, and many many more....Some programs are geared more for toolpaths from 3D geometry, other programs are more about performing operations on 2D contours. Here's where the tricky part of CNC comes in. You are generating paths that the cutting tool will follow. So how much metal will you remove per pass, how deep a cut, how fast will you spin the tool, will you spin counter clockwise or clockwise? These questions are not easy to answer. Books give a general idea, but it is also limited by your machine, spindle horsepower, the tool material and the stock material. Going very slow is not a good option either, it kills the tool, gives poor surface finish, and simply takes a lot of time on the machine. Some trial and error cuts will be needed until you get a feel for what your machine can do given the material, etc.
You can also learn GCode, it's pretty simple, and code your own toolpaths/parts. It helps to know GCode anyway.
Hope I didnt turn you off?!?! CNC is very fun actually and you are lucky to have access to a nice lathe ...I saw the pics.
Colin