How can I get a CMS generated channel?
You need to join a CMS network first. You cannot just simply get a CMS generated channel. You need to first find a CMS network that is willing to partner with you, and once you join them you can get a generated channel.
One example would be mediacube. You can try contacting them. They are a CMS network.
What % of the revenue do these CMS take from you generally?
Would you say it's worth it to go with a CMS if your content is not risky or it's only worth it if you're doing risky content that's likely to get demonetized?
They can take anywhere between 10% to 40%. It depends on the network. Some networks just exist to exploit maximum money out of people, so they take a big share.
These days on a CMS network, it is much harder to go with risky content because youtube does periodic checks, due to spam and abuse.
however certain types of borderline/grey area/risky content is much safer to do on a CMS network then it is on adsense, because on adsense they are stricter than ever, also due to heavy increase in spam.
So there are certain types of music channels or spam kids animations that would generally get demonetized on adsense after a while. This is basically borderline/grey area content that have risk of demonetization, but these do 'okay' in CMS networks.
If you think your content is good and HQ, then you can just build on adsense and skip the CMS part. Here, you also get to keep more of the % share. Joining a CMS is just for the purpose of kick starting or accelerating your growth, since trust scores are high from the 'get go'.