Rails are great, but kind of overkill for smaller rockets. They are made from 80/20 aluminum extrusion. The rocket has connectors on the side that fit in the slots of the rail. Much more rigid, particularly for high power stuff. Don't worry about it for now, but if you go much bigger or get a lot of rod whip, come back to it.
Yeah, it's awesome that CNC gear is affordable enough for normal people to get. I recently got laser too.. Lol... I went with a Chinese import. Significantly less expensive than glowforge, bigger and higher power as well. Also doesn't require internet to work. No support though, so you have to be willing to get your hands dirty. If you do get a laser, remember that you need ventilation to outside and water cooling.