I don't think you'd need CNC machines just to make a torque convertor. I think I could make one in my workshop on manual machines, but I've never seen the internal mechanism of one, and I can't see the point because I find that manually shifting the gears is MUCH more fun.
How would you go about it?
You'd need a lathe ($3,000), a milling toolpost ($500) or milling machine ($4,000) + tooling ($$$$) and THEN you could think about machining one. It's not just a backyard project for the afternoon, it's a serious undertaking to build one of those.
Of course, if you did build a successful one you could make many and sell them.