Can I run CX on these firewalls ? Where do I start ? I assume its a software module on the this firewall and needs a license ?
If you purchased the ASA with the ASA CX module, the module software and solid state drive(s) (SSDs) come pre-installed and ready to go. If you want to add the ASA CX to an existing ASA, or need to replace the SSD, you need to install the ASA CX boot software and partition the SSD according to this procedure. Only Cisco SSDs are supported. To physically install the SSD, see the ASA hardware guide.
No extra license is required, CX and PRSM require their own license though.
Can I run IPS and CX on the same firewall ?
Can't have both IPS and CX at the same time, the CX module will support IPS capabilities in a near-term future release though.
Do I need to buy Cisco Prime Security manager to manage the CX module ?
Yes.
Some reference documents:
http://www.cisco.com/en/US/docs/security/asa/quick_start/cx/cx_qsg.html
http://www.cisco.com/en/US/docs/security/asa/asa84/configuration/guide/modules_cx.html#wp1288344
http://www.cisco.com/en/US/prod/collateral/vpndevc/ps6032/ps6094/ps6120/qa_c67-700607.html