Ahh - I see.
2 things if your part is simple 2D, the easiest way I have found to make VM file is in SW make a drawing (yes a drawing) with only 1 view - the view that shows the profiling details to be machined. Save this drawing as dwg (we are still in SW yet). Open the dwg in VM and presto you have regions to create MOPs from. I have found this to be very quick.
You have imported the 3d model (judging by your attached picture) now for 2d machining you have to pick surfaces and use the convert edge command or some of the surface conversion commands to turn all edges into regions. You can also manually draw edges by using the geometry tool bar, the cursor will snap to edges, mid points etc to assist in drawing on the model edges.
Another option is to do all your machining in 3d and then you need no regions, but 3d (IMO) is usually MUCH slower to program as well as to cut.
Most of this stuff is all explained in the manual and tutorials.
Read the manual and do the tutorials
www.integratedmechanical.ca