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 supposedly interacts well with CorelDraw so this would be natural choice for cdr to emb conversion. If 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.