Hello Krzyzsztof,
first of all: Welcome to openHAB.
I first started openHAB on Windows, but soon figured out that running on Linux has many benefits. when dealing with external scripts or executables (just my opinion).
So besides being more familiar with Windows you may consider switching to Linux. Try openhabian, it´s easy to setup and after the installation you already have a fully running OH with all the nasty bits set.
You may also consider reading the post on how to ask a good question, it helps us to help you.
What exactly haveyou done so far ? Installed the knx.binding ? Created the bridge thing ? Created the thing to control a knx-device plus corresponding items ?
You see your question is not easy to answer without further knowledge of your setup.
After you installed the knx-binding (Do not use the old 1.8 Binding but the 2.x one!) you have to configure the bridge within the PaperUI (you can do so in text files as well, but this is easier for beginners).
The IP address to enter is the address of your KNX IP interface. Local network address can be left blank, the device address can be set to 0.0.0. Port is 3671.
I personally use the KNX IP Bridge Weinzierl 730 and a second Interface from MDT for backup reasons (No advertising, just for information).
The X1 should provide an IP-Interface you can use.
Please look up in ETS (or in your router) which IP address the X1 interface has.
As soon as the gateway thing is online in Paper UI you can continue by adding a simple switch actor. After that is online you go for the channels and the required items as described in the binding documentation.
Regards
Oggerschummer