If I ubderstand it right from previous discussions, Waydroid may not work by default on Xperia X unfortunately.
Nevertheless, the easiest way would be to install Chum GUI and install Waydroid and Waydroid Runner from there.
You would still need to run a command from terminal for waydroid initialisation before you could run it. This step downloads and sets up Waydroid image files. That would be “devel-su waydroid init”.