Does software come with most of the printers?

Does software come with most of the printers? I have autocad 3D software will that work?

If you can export to STL, then yes.

The control software and slicing software for the printers is free. By having a 3D modeling program you actually have what is usually more difficult to come by. You export STL files from your modeling program. The STL is sliced into Gcode by a program such as Slic3r or KISSLICER. You control the printer using Repetier Host or similar which also sends the Gcode to the printer.

STL?

I have a auto cad program that is a 3D version will that work?

More than likely your autocad program will work. STL is a file extension. It is derived from STereoLithography. It became widely used in 3D printing because the original 3D printers, stereolithography machines, accepted it as input. It is one of the generic 3D data formats.