You are right that you use evoX to copy the files from the xbox to your PC. You need to set up the evolutionX dashboard.
to set up the dash:
1. Next browse the dvd drive (drive "d"). Copy the files "evox.ini" and "default.xbe" to your PC.
2. Then, goto the "C" partition. rename "xboxdash.xbe" to "msxboxdash.xbe"
3. Copy the "default.xbe" and the "evox.ini" to the "c" drive.
4. Rename the "default.xbe" thats on the "c" drive, to "xboxdash.xbe"
You can find a detailed tutorial on setting up the dashboard
here.
And to connect to your xbox, use a program like FlashFXP