CCX files are ancient cliparts used in very old versions of CorelDRAW and these were often provided on separate CD dics. This makes users look for a way to convert these files to some modern, useable format, but such conversion might not be that simple.
Your best option would be to find some earlier version of CorelDRAW and hope it can still open and potentially export .ccx files to a format that is supported by Adobe Illustrator, or even save directly to AI format, which is what ccx to ai conversion represents.
Updated: April 21, 2023