Can you make cheese bread in the bread machine? Yes you can and here is a recipe for you to try.
Follow the manufacturer's instructions for your bread machine about the order in which the ingredients should be added to the pan, adding the grated chees together with the bread flour. Use the basic white bread cycle.
Once done, remove the cheese bread from the bread machine pan and cool on a wire rack.
As this recipe has milk and egg, you should get the bread machine to work straight away. Do not set it to bake a a later time.
Different types of cheese will produce very different flavors. You can only try.