Joomla can do that automatically using the Joomla contact user plugin, but again it requires unique name so I don't recommend just generating a contact for every user on your site and it's best to create them as needed. You shouldn't need anything CB specific for this.
I suppose you could use CB Auto Actions to insert contacts as well, but you'll need to use either a Code action with PHP or a Query action with SQL and code that yourself as there is no contacts action type.