Quote: "can you convert .fpm to .x ?"
No. Look in your FPS Creator/Files/levelbank folder. Your level should be stored in there somewhere as a .DBO file. You need to do a bit more work to locate the textures etc but the DBO file should load as a standard object. Finding its exact location in the DBPro world may take a bit of work.
Out of curiosity I've just installed my ancient copy of FPS Creator onto my laptop and created a very basic test level to check this. The test level was called "universe.dbo" and seemed to be missing textures and entities such as doors and ammo.
That object gets saved after you use the Test Level button.
You'll probably get more complete advice on the old FPS Creator boards.
