CDM models are part of installation. During the installation use need to select if they are interested to use those models. By default the options is disabled.
You can get details: https://erwin.com/bookshelf/public_html/2021R1/Content/PDFs/erwin%20Data%20Modeler%20Installation%20Guide.pdf à Page 20, 21
you can run install again and by modify the install to select install again or simply download CDM files attached