Great question! While X and Pro share similar features, over time they will differentiate more as we integrate more of the features from Pro's header and footer builders into the rest of the theme. For this reason, you cannot setup a website in X, then switch over to Pro. You will need to think of them as separate themes and want to use them as such.
While Pro does not have any "demos" like X's Expanded Demos, the templates included in Pro's header and footer builders are indicative of how building out site's in Pro will be going forward. Different sections of your site can be completely built from scratch, or started from a template to begin designing. These templates will give you a head start with your headers and footers for the time being, and then you can build out your pages utilizing the page builder to suit your overall design. You could certainly even model your own layouts after demos from X, but you would need to set them up individually.
Hopefully this helps to point you in the right direction. Cheers!