Here is a list of software tools that you can use to work on the CNC router. You certainly don't need all of them, but they all have different strengths. Most of this software runs on windows, and a lot of it will run on linux, too.
The cnc machine needs gcode to actually make your part. It is possible to write gcode from scratch, but it isn't very fun. Instead, you can use a 'toolchain' of programs to convert your idea into reality. A typical part will be drawn in or imported into a CAD (computer aided drawing) program. The resulting file (usually a DXF or STL) is brought into a CAM (computer aided manufacturing) program, which will make the gcode file. "ART" programs can be used to draw parts, but it usually will involve an extra conversion of the file, or some other monkey-business to make it work on the machine. Unless you are already very good with an ART type program listed, it is recommended to start with a CAD type program to reduce future Excedrin costs. The combination of an ART (optional), CAD, CAM, and Control program is one toolchain. Keep in mind that some programs do both CAD and CAM.
Sometimes the gcode file needs to be manually edited to make it work on the machine, but this is usually a small task. The "Instructions" link will make note of any specific requirements for that program.
The list of programs itself is quite large, but don't be intimidated. If you just want to do simple 2D shapes without a lot of fuss, and you don't know anything about CAD software, then the following toolchains are all good ways to get started:
If you aren't fond of a particular toolchain, then shop around in the list to find a set programs you like.
There are also links to different control software to physically run the machine. The Freeside machine uses EMC, but it is not the only option. TurboCNC and Mach3 (and many others) are perfectly capable of controlling the machine.