Does your software support Tool Changers?
Cut2D and PhotoVCarve do not support tool changers.
Cut3D, VCarve Pro and Aspire all support Tool Changers assuming you have the correct post processor selected.
You can confirm this for your CNC machine by downloading the Trial Versions, opening the included sample projects and saving the toolpaths with the correct Tool Changer post processor for your machine. Then you can cut samples at your machine and confirm correct tool changer operation.