Using Illustrator for laser cutting

I've drawn a circle with no fill and set the stroke width to .025.  When I send the file to the laser to cut, and press Go, it immediately says done, as if there's nothing on the page to "print" or cut.  How do I use Illustrator with a laser cutter?  I've looked in this particular laser's manual and they use CorelDraw, not Illustrator.  I've also found that every video I watch on laser cutting with Illustrator uses a different stroke width, and some simply say the line has to be RGB Red in order to cut.