Fyfff555,
Convention for most cad and cadcam programs would be to have the Z- direction going down into the work. This is a safe method, because if you forget to put the negative sign in a Z move, the tool moves to clearance. Guess what happens on your machine?
Other than that, X+ is rightward on the screen, and is also "cutter feeding rightwards" on the machine. Y+ is "into the screen" or tool feeding away from your belly if you are facing the machine with X+ on your right.
The XY convention on your screen compared to the machine is basically whatever you are comfortable visualizing. And, so long as your machine doesn't make a left-handed part when you wanted a right-handed part, you should be okay.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)