Hello and hope you are doing well.
CPAP (Continuous Positive Airway Pressure) is the therapy for obstructive sleep apnea as it helps to keep the airways patent. And obstructive sleep apnea is diagnosed by a sleep study. It is not possible to to do a sleep study at home, it needs special equipment and a technician. So, I would advise you to consult your primary care physician for further evaluation. He may then ask for a sleep study called polysomnography for further evaluation.
Hope this helped and do keep us posted.