CNNs are a type of artificial neural network based on image recognition, so you might divide your time into: (1) signal processing and augmentation, where you are going to decide the best way to visualise your signal (i.e., turn your signal into images), and also to increase your library with specific augmentation techniques for sound such as mixing target sounds with noise; and (2) on the framework you are going to use to build your CNNs. In Python, you can use many packages to turn your annotated sounds into images such as Librosa and IPython. These packages also have tools to be used in augmentation procedures (Stowell et al., 2019). Then, you can think of using PyTorch, TensorFlow, Theano, Keras, etc. to build your models and predict your testing (unseen) data.
If you are already familiarised with signal processing, I would recommend starting with FastAI courses, which are free. This is a very integrated package based on PyTorch (Python), which is easy to build your own models then to understand in practice what is going on inside the machine. Thus, it might be useful for you to build customised CNNs based on your data/research question.
Stowell D, Petrusková T, Šálek M, Linhart P (2019). Automatic acoustic identification of individuals in multiple species: improving identification across recording conditions. Journal of The Royal Society Interface 16, 20180940.