Hi Hailan
From the Wiki entry below, CXML is just a commerce XML protocol created by Ariba but is free to use by all. There's it's just a type of XML-based document standard.
cXML - Wikipedia, the free encyclopedia
If your vendor says it does not go through Ariba then I think you ought to try it out first. If it is just an HTTP end point, you can use an HTTP client to test it out. The one that I find really good is the Advanced REST extension on Google Chrome.
Advanced REST client - Chrome Web Store
Test out the end point - do a HTTP POST command with the CXML data in the request body and see if it works.
If it does, then you can use the HTTP_AAE adapter, or even better the REST adapter if you are on the latest 7.31 SP14.
Rgds
Eng Swee