No, if you use CAN, then CAN connection will do. I think. You do not need the PWM main out connection.
Now, I suspect your X9 is not CAN-bus version.
The optional serial communication power system. Yellow, red and green cables are the data output and upgrade signal line (the ESC system is upgradable).
Just remove the yellow, red, green CAN connection, keep the traditional black and white connection to main out. Do the analog ESC calibration, follow by the motor test. that’s it.
Double-check the motor order.