My assumption is, that you want to have a copy of the car made on the CNC as a whole object as opposed to making individual parts and then putting it together correct?
If so then you need join the parts together to make one solid object as in a STL file. I don't think you would need to weld all the vertices together so long as the parts are close enough together so as not to show gaps where the program would consider that something like a hole and want to go down into it.
There is some vectric programs like Cut3D that will do 4 sided machining, making toolpaths for cutting top, bottom, left side, right side. You would need to find someone with that program to make toolpaths for you.
Here is one resource you can read:
http://www.vectric.com/products/cut3d.html
You can download a trial and load up your object and see if it will do what you are wanting to do then find someone who owns it and pay them to make your toolpaths and cut it for you.
You didn't say how big you wanted your model to be but there is other ways to do this called slicing and other programs that do that. While at the link do some reading on other programs there.
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