Exactly. You have reached the point where the bootloader can be unlocked.
Now you need to actually unlock.
(Warning: actually unlocking it will fry the DRM keys. Have you backed these up before ? *)

On the website you need to register your e-mail (or a single use e-mail)
Then give the IMEI of your Xperia X
then it will give you the code to unlock the phone.

It will look something like 'fastboot oem unlock 0x<key>' where the key is a long hexadecimal string specific to your phone.

Only the 'fastboot' executable.
If you've reached that point, you should normally already have it installed.
(There is a Windows copy packed inside Jolla's Sailfish X installer).

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* - the most user-friendly and cross-platform is to use http://www.flashtool.net/ :

- downgrade the firmware to Android 6.0.1 Mashmallow (34.0.A... firmwares)
- activate again developers mode, debug mode, untrusted sources
- menu File -> turn on "Advanced mode".
- menu Advanced -> TrimArea -> Raw -> Backup (this gives a .fta file)
- this gives you a "registeredDevices_<serialnumber>_rawta_<date>.fta" file, keep it preciously
- upgrade the firmware to Android 7.1.1 Nougat (34.3.A.0.228 or 238).
- now you can safely unlock your phone ("fastboot oem unlock 0x<key>")