FDX is the XML file format native to Final Draft 10 / 9 / 8 and the Final Draft Writer for iPad.
FDX files cannot be opened by Final Draft 7 / 6 / 5 / 4, whose native file format is FDR. However, FD9 / 8 have the ability to downsave a script in the older FDR format. If you are working with someone who only has Final Draft 7 or older:
Choose .FDR as the format before saving. Send this FDR copy of your script and they will be able to open it on their older version of Final Draft.
Final Draft 10 / 9 / 8 can read FDR files without any need for converting, exporting or downsaving. When an FDR file is opened in FD9 / 8, it will automatically be converted to the FDX format when the script is saved for the first time.
Final Draft 10 does not have the ability to export scripts as FDR files.