hdx manual available (german only)

and the other versions too:
http://www.naim-audio.com/products/intro_manuals.html

so how can i get data off the hdx and downloaded files on the hdx?

You can't - at least not yet.

Ripped CDs reside with the OS on the internal drives, while downloaded files remain, well, downloaded (onto your computer, placed into a scannable, shared folder).