1) Apex is our Forum name. It is not a product name so you can ignore that.
2) Pro is a separate product than X which has more additional features such as Header/Footer builders. It lacks the Demo Content import feature of the X but has the Design Cloud feature instead. You can convert to Pro from X for an additional fee if you are interested.
3) I suggest that you read the Get Started section articles of our Knowledge Base for more information.
4) As soon as you read the Getting started articles of the link I gave above you will see how easy it is to install, validate and use our theme.