Hey,
For normal cardio coaches i always use the treamill, altho you can use it on any peice of equipment - bike, elliptical, treadmill. You can do it outside running or biking too but it might be harder to simulate the hills etc - walking lunges might work - if there are no hills at that moment. Intervals are easy to do tho outside. I get more of a workout on the treadmill becuase im able to push myself a little harder - i know its harder off of one, but i stil get a great workout and CC pushes me like nothing else..
For Cardio Coach pump you just use mostly dumb bells and an exercise mat. I think if you go to the cc pump site there is a link for equipment but i think its mostly squats, lunges, abs, pushups, biceps tri's etc but they can all be modified probably. I havent done the newest one just yet.
and CC 6 with candace is a KILLER. I do that one on the treadmill and its torture (but in a good way). I think i set my speeds up too high because im an intensity junkie..have fun!!