AlN is a hard brittle ceramic and is drilled with diamond or lasers. It's used for it's extremely high thermal conductivity. The usual metal on these ceramic substrates isn't solderable (the gold dissolves leaving a titanium adhesion film). If you are asking these questions, you probably want something more like Rogers RO4350B which can be drilled like FR4 and is copper clad. Even Isola FR408 is decent to 10 GHz or so. OSHPark uses that on their 4 layer service.