While there are some links to sleep apnea and body weight, typically none of them are tied to the use of the CPAP machine specifically. Usually, you will see studies that show that being overweight can put you at a higher risk of getting sleep apnea. There have also been studies on how having untreated sleep apnea can lead to excessive tiredness, which ultimately can lead to less activity and movement, which will lead to weight gain.
However, after all that, we can still infer some correlation between the two. If being overweight can cause sleep apnea and untreated sleep apnea can cause you to be overweight, you could speculate that by using a CPAP machine and getting the adequate amount of sleep needed, you could feel more energetic, which could lead to weight loss in the long run.