The Tesla Model X has two USB Type-A ports in the front which support USB 2.0 which you can use to play music from a USB flash drive. You can play DRM-free AAC music files from iTunes, and MP3/MP4 & OGG music files. You can even play uncompressed lossless formats such as AIFF, FLAC, and WAV.
After you insert the USB drive, you should be able to see 'USB' show up as another selection in the Tesla Model X's music screen.
If you select the 'USB' menu item, you can see your music files organized by favorites, artists, genres, songs, albums, and folders.
You can then directly select and play songs that you navigate to.
In some ways, it's easier to visualize and navigate through your song library on the Tesla main display when it's stored on the USB drive since you can't see the same song organization on that display when the songs are stored on your iPhone or Android phone.