Confusion...what software to generate G-codes?

I'm testing out TurboCNC and Mach1 on my retrofit Shoptask, both of
which I thought generated the g-codes from my DXF file. I guess I am
wrong and now I am confused as to what software I need.

I can generate the DXF's or just about any other file that Pro/E can
export, but what do I do with this data?

I wish I had to NC Post modual for my Pro/e, but no such luck since
work will not pay for my hobbie stuff.