Paul,
I know a little from reading and doing work for a company that uses one, but not from experience of using.
To do curved surfaces you need a 4 axis engraver, that is an attachment something like a rotisery to turn the item being engraved under the laser beam.
You also need a drawing package on your computer. What package depends upon what the engraver needs as an input, some will accept jpgs others have their own file system, and as for anything like that, the special software can be expensive, sometimes more than the machine.
I suggest you make sure of the machines requirements before buying one.
I'd also add that they are not cheap, so you would need to be doing a lot of work to make it pay for itself.