1) You can make the conversion yourself. The current version of Mathcad 15 has to be installed to be able to use the converter. If you are entitled to use Prime, you can also install and use Mathcad 15 with the very same license at no extra costs. You can download Mathcad 15 here:

https://www.ptc.com/en/products/mathcad/free-trial/thank-you
https://www.ptc.com/en/products/mathcad/free-trial
http://download.ptc.com/products/mathcad/trial/mc15/Mathcad15_EN.zip
https://www.ptc.com/-/media/Files/Docs/Mathcad/Mathcad15-EN.zip

If you are using the free Prime Express you can still download and use Mathcad 15 to convert your files within a trial period of 30 days.

2) Unfortunately MCDX is not a uniform format. All versions of Prime will save to *.mcdx, but the file format is different with every version and not backward compatible in the sense that Prime 4 is not able to read a file saved with Prime 5. While this is the case with other software, too, most other software is able to save its files in the format of an older version - Prime is not able to do so.
So you have to state which version of Prime you are using as otherwise you may end up with an mcdx-file someone creates for you which you can't use.