Because CorelDraw's CDR format is vector based, it should not be a problem converting it to any of the usual embroidery files, including Brother PES format. You have several options how to achieve cdr to pes conversion.
First, you could use some dedicated embroidery digitizing software that supports CDR. Second you could export CDR to some common vector format like SVG, which is supported by great range of embroidery design programs. The final step would be to find program that supports PES format and export the SVG to it.Open CDR file Open PES file
An embroidery design tool from Janome
An easy embroidery and apparel decoration design software