I thought you could make just about anything with a CNC? oh well... thats all i had.
Lol, you can, and actually you can make a worm gear on a cnc mill, but the specialized tooling would cost more than the gear is worth. Although gears are not hard to make, they take special tools that generally cause a single gear to get very expensive!
There are many different types of cnc machines for making different types of parts, they range in cost from as little as $8000 to millions, literally. Our latest was $2.5 million!