There is a 40-pins GPIO header on the Orange Pi boards. Same as Raspberry Pi's one. You can use 28 pins (of 40) for any input/output purposes. GPIO pins count is enough for many CNC machines. See the picture for a detailed pinout.

There are addition input/output pins/sockets/buttons on the board - 2 LEDs, 1 button, 2 USART pins (for debug) and a 24-pins camera socket. You can use all of them for any purposes too.

Before any wiring you need to get a pin names from the LinuxCNC configuration. This data can be found in the HAL files. You can find such files in the config folder (there is a link to it on the desktop).

For example, you want to connect a stepper motor driver. Scroll down the HAL file and find a table with pin names. In this example the STEP signal (X axis) is connected to the pin 5 (PA12). The DIR signal - to the pin 7 (PA6). The (motor) ENABLE signal - to the pin 19 (PC0). Take some wires and connect them using a scheme.

If you want to control a high voltage devices, you can use a multi relay module. In this example the (spindle) ENABLE signal is connected to the pin 16 (PC4). And the E-STOP signal is connected to the pin 3 (PA12). The relay module has an optocouplers, so you can connect GPIO pins directly.