The most convenient and reliable way to export .ccx cliparts is to use some of the graphics software sold by Corel, like CorelDraw. You can also find some 3rd party tools that offer this conversion, but this typically does not work on the latest version of Corel formats. This is because Corel formats are generally proprietary and closed.
Just keep in mind that .ccx files are generally vector graphics, saving it as .bmp image will convert it to a raster and all vector data will be lost.