The PDF-XChange driver that enables PDFX has its own user interface, which you may want to access directly for the purpose of familiarizing yourself with it and just to see what it looks like. Also, two functions (Bookmarks and Watermarks have parameters that are both too complex to pass via regular arguments, and are normally set once and then left alone. If you wish to use these functions, you will have to access the PDF-XChange driver directly. To do so, Go to the Windows Start menu, then Printers and Faxes, then PDF-XChange (or whatever name you're using), then Printing Preferences.
It is possible to use PDFX to PDF documents only in conjunction with A-Shell. See the discussion on Licensing if you wish to generate PDF documents independently of A-Shell.