Antipodes Audio CX Backup with USB Flash Drive

I have a Antipodes Audio CX configured as a server. I need to know
how to backup ROON to a USB FLASH DRIVE connected to the
CX.

I assume you refer to backing up the Roon DB?

You can do this by mounting the USB drive using the Drive Mounter app, which will mount the drive as /storage/usbdrive, and then in the Roon Backup ‘Select Location’ choose that directory as the folder to backup to: