Because CorelDraw's CDR format is vector based, it should not be a problem converting it to any embroidery files. Generally, you can have many options how to achieve this.
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.
Updated: September 20, 2016