Tomas Wittelsbach has started a training course using ZBrush, Modo and Rhino, iirc.
Another example with Rhino, T-Splines and ZBrush here: Zbrush, Rhino, Tsplines model of Stannis sigil - YouTube
Other than that, there is quite some knowledge available over at the http://www.3dcadjewelry.com forum. Real jewelers with excellent CAD and CAM experience there.