Mach3 has no drawing functionality, it only runs the machine.
Three pieces of software are required: First you draw the part in a Computer Aided Drafting (CAD) program, then you process the CAD file in a Computer Aided Machining (CAM) program, this produces the G-Code that the Computer Numeric Control (CNC) program, like Mach3, can run.
Most CAM programs have some CAD functionality. There are also a number of free or really cheap CAD programs available.
CamBam is one of the less expensive ($149) CAM programs, and it plays nice with Mach3. It also has some limited CAD functionality, OK for really simple drawings, but but a pretty clunky interface for any serious work.
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