CANNIMAGINE
Do I have to download X1, X2 and X3 or is there a better way.
If you don't have the installation files yourself you'll have to download them. They'll be available in your online account. All versions of Sonar can be installed on the same computer as they are placed into their own folder under the C:\Program Files\Cakewalk\Sonar Platinum folder for example.
Install the oldest one first as items in shared folders get over written by newer versions. When you double click your installer file at some point you will be given the opportunity to select which plugins you want to install. Unless it's a plugin that's no longer available and you want to install it don't select plugins you already have as they'll be over writing current plugins with older versions.
To make sure you have all bases covered, once you're finished installing the older versions reinstall your current version of Sonar to make sure that any shared files are the most recent. A basic Sonar installation doesn't take long to complete.
All versions, X3 and before are NOT shown in the Cakewalk Command Centre nor do you use the CCC to do the installation. Hope that helps.