Firstly, the pic of the machine is on page 12 of "home made cnc machines" Gallery:
http://www.cnczone.com/gallery/showgallery.php/cat/505/page/12
The relay in your pic does not show any details other than the coil, when you get a relay make sure it can handle 240V/amps and that the ac is seperate from the coil, most are.
I have had this link for a while, The top part may be of some help to you:
**broken link removed**
edit: Software question...
There's probably heaps of shareware CNC router software to be found on google. You could try Dancad, a copy of it is here:
**broken link removed**
All the serious people use mach2 or Mach3, but that will cost a few $$
If you want to do PCB's use
http://www.diptrace.com/ and you can just export the DXF to your CNC software.
BTW, most people are getting faster results from a DOS box rather than Windows, Windows doesn't care about anything else running but windows! also Desktop PC's allmost all have +5V ports whereas a lot of laptops have +3V ports that tend to annoy your stepper drivers.