Yes
You can install Windows on your MBPro.
Your Mac system has an app, Boot Camp Assistant, that makes that easy. It's in your Utilities folder.
The Boot Camp assistant will create a partition where you can install Windows.
All you need is a Windows ISO, which you can download for free from Microsoft. You can choose to purchase a license to activate your copy of Windows, which may or may not be needed with your app.
Or, if you don't want to create that separate partition (which you have to boot to Windows each time you need to use your CNC software), you can use one of the VM apps, such as Parallels. That app allows you to install Windows, but run it as a Mac app. I don't know if that will be useful to run your CNC software, however. Plus, Parallels is commercial software.