Genymotion only uses the stock AOSP vanilla ROM version of Android.
We legally cannot distribute custom ROMs or custom interfaces, especially the ones from manufacturers.
For example, Touchwiz is a proprietary touch interface from Samsung that isn't available for licensing by external parties.
It is also impossible to import a custom ROM of Android into Genymotion, or modify the current ROM, for technical and legal reasons.
So, you can't import and use CyanogenMod in Genymotion.