Unlike TrueType fonts (TTF) which are vector-based outlines used across Windows applications, .shx files are specific to AutoCAD. They are compiled from .shp (shape definition) source code into a binary format that AutoCAD can read rapidly.
Like all custom SHX files, if you share a drawing without including the .shx file, the recipient will encounter a "Missing SHX Files" error. Key Pros Xarab.shx Autocad Font