Your question is to open ended but i can share some generalizations on what types of materials a small hobby grade CNC machine can cut.
This is a common hobby CNC milling machine. It would commonly be used to cut plastic, aluminum, steel, stainless steel, brass, copper. the main limitation of this machine is its small spindle motor means a low material removal rate. Also many users complain of excessive back lash causing parts to be out of tolerance.
This is a small Haas lathe. It is more of a mini industrial machine, small enough to fit in the back of your truck but strong enough for light production of small parts. They are used to turn magnesium, aluminum, steel, stainless steel, bronze, or plastics.