Raul
You have posed an open ended question with few details [ as the link in your post failed !} , there are lots of choices to make before considering stepper size.
The choice of what size motor depends on the design of the frame, the load they have to move and the speed you want get the Drilling head/Work Table to travel at. Higher speeds also need more torque, either a longer stepper motor body, higher running voltage or moving up to a larger frame size.
For example using a Dremel style Drill Body in a Prusa style 3D printer chassis, this light weight design might be what you are considering
3D Printer frame as CNC PCB Drill using NEMA 17 steppers
To give you an idea of what motors I have in the various machines
Emco PC50 milling machine uses NEMA 23 frame size stepper motors 76mm long. XY Table Assy weight ~15kg Running at 24Volt
A large 3D printer uses NEMA 17 35mm long. Print Head Assy ~ 0.75 kg Running at 24 v
Laser Engraver uses NEMA17 24mm long Laser Head Assy ~0.25kg Running at 12v
Steve