Back when the 1 gen FX was released the navigation wasn't a standard feature due to cost and demand. Importantly, you cannot simply add a CD to the FX to have navigation. You will need to purchase all the OEM components and install them in order for to have a factory navigation in a non-navigation equipped FX. The cost and labor involved in this type of installation is quite significant. Check out the following link for more information on how this is done.
http://www.infinitifx.org/14-audio-vide ... -fx35.html
The easiest method for adding navigation to your FX is to purchase an aftermarket unit that affixes to your dash/windshield.