GXM is not, as far as I know, a model format. It is a macro file for Generic CADD Pro. Generic CADD Pro models would have a .GXC or possibly .GXD extention. It is possible that the author used a custom file format for his models and happened to choose .gxm as a coincidence.
If the code in the book loads and displays these models, why not just use the code provided there?