Embroidery designs can be created from many sources, but vector graphics is preferred. CorelDraw's CDR format is vector based so it should be very useable for creating embroideries, such as the .emb files produced by several programs.
Wilcom DecoStudio e3 seems to work with CorelDraw well, which means it should be the no.1 choice for cdr to emb conversion. In case that you do not have access to these expensive programs, it would be best to convert your .cdr graphics to some generic format like SVG or similar with which most embroidery programs can (or at least shoul) work.Open CDR file Open EMB file
An easy embroidery and apparel decoration design software