DXi plugin support is available in the 32-bit Windows version only.
A DXi (DirectX Instrument) is a DX Plugin that can convert MIDI events to audio. You can select a DXi by clicking the instrument slot's down arrow. The DXi plugins appear in the list's 'VSTi and DXi Plugins' section.
DX Instruments look like DX Plugins. They have an additional Channel Selector. Some DXi plugins respond to all MIDI channels the same way, in this case the channel setting doesn't matter unless you're recording using the Keyboard Splitter or multiple keyboards. Other plugins, especially the ones providing many different sounds, do always require the correct channel to be specified.
DX Instruments respond to all the streams that are in the track's MIDI file. However, in most cases it will be easier to use multiple tracks (each using an instance of the DX Instrument) instead.
If a plugin is available in both VSTi and DXi format it is recommended to use the VSTi plugin as they have less overhead and better timing accuracy.