I've tried this with Mach on my lathe with an APC UPS. The posts above saying windows will not suspend are mostly correct. Sometimes it will and sometimes not. However, if it ever fails to shut down, the UPS shut-down feature is not that useful.
The PC I'm using to drive the machine is fairly low power. So long as mach is not actually doing anything (cutting), the PC only draws about 45W. The UPS I bought which was a cheap 300VA unit has two little 12v batteries (making 24v). I just bought half a dozen used car batteries from the junk yard and connected these up to give me 3000WHours which will run the PC for 60 hours or so. I actually have it running my mill controller as well which gives me close to 24h run time. The power rarely goes off for more than 3 or 4 hours at a time - so it's pretty safe.
The screens are just connected to the mains as I don't care if they switch off. Thus far the two PC's have been up & running for a couple of years despite some prolonged power cuts last winter.
The junk batteries only cost me £3 ($5) each and are all optima red top's used in Jeeps. They are not designed for standby operation, but at that price - who cares!
I bought a Midtronics battery tester to take to the junk yard and only buy batteries it said were good.
Si