CDX (ChemDraw Exchange) is ChemDraw's native file format, the internal language of ChemDraw. CDXML is an XML-compliant version of the same data. Using the documentation provided here, you can parse CDX and CDXML data in your own application or construct CDX and CDXML data programmatically.
CAUTION: Some of this documentation is forward-looking, and may discuss versions of ChemDraw that do not exist yet. Call it a little unbridled optimism on our part. You are welcome to use the new objects and properties -- one of the features of these formats is that the addition of new objects/properties doesn't break anything -- but they're not going to do you any good until the new version of ChemDraw exists. And they might not do you any good then, either...we reserve the right to change things before the new version is released... The current version of ChemDraw is always documented on our tech support site.