Because CorelDraw's CDR format is vector based, it should be no trouble 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 option would be export of CDR format 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 XXX format (Compucon/Singer PSW) and export the SVG to it, which will finally achieve cdr to xxx conversion.