If you're trying to convert a variable that contains a Swift string to a CFString I think @freytag nailed it with his explanation.
In case anyone wanted to see an example I thought I'd include a code snippet where I cast a Swift string ("ArialMT" in this case) to an NSString in order to use it with the CTFontCreateWithName function from Core Text (which requires a CFString).  (Note: the cast from NSString to CFString is implicit).
    // Create Core Text font with desired size
    let coreTextFont:CTFontRef = CTFontCreateWithName("ArialMT" as NSString, 25.0, nil) 
    // Center text horizontally
    var paragraphStyle: NSMutableParagraphStyle = NSMutableParagraphStyle()
    paragraphStyle.alignment = NSTextAlignment.Center
    // Center text vertically
    let fontBoundingBox: CGRect = CTFontGetBoundingBox(coreTextFont)
    let frameMidpoint = CGRectGetHeight(self.frame) / 2
    let textBoundingBoxMidpoint = CGRectGetHeight(fontBoundingBox) / 2
    let verticalOffsetToCenterTextVertically = frameMidpoint - textBoundingBoxMidpoint
    // Create text with the following attributes
    let attributes = [
        NSFontAttributeName : coreTextFont,
        NSParagraphStyleAttributeName: paragraphStyle,
        kCTForegroundColorAttributeName:UIColor.whiteColor().CGColor
    ]
    var attributedString = NSMutableAttributedString(string:"TextIWantToDisplay", attributes:attributes)
    // Draw text (CTFramesetterCreateFrame requires a path).
    let textPath: CGMutablePathRef = CGPathCreateMutable()
    CGPathAddRect(textPath, nil, CGRectMake(0, verticalOffsetToCenterTextVertically, CGRectGetWidth(self.frame), CGRectGetHeight(fontBoundingBox)))
    let framesetter: CTFramesetterRef = CTFramesetterCreateWithAttributedString(attributedString)
    let frame: CTFrameRef = CTFramesetterCreateFrame(framesetter, CFRangeMake(0, attributedString.length), textPath, nil)
    CTFrameDraw(frame, context)