That’s a tricky question. I am not sure if Zbrush can export in a file format suitable for CNC machining.
STLs are not compatible with CNC and you might loose resolution when you covert an STL into a STEP or IGS file (which most CNC machines like).
I know that Fusion 360 also has a surface modeling / sculpture mode and can export as STEP. Also, Rhino has a dedicated CAM add-on so it does support CNC machining.