how do i export a single jpeg frame from a video file in final cut x

Share>Save Current Frame should do it.

You can also use the 3 finger method of COMMAND+SHIFT+4, then drag across what you want to copy from the image. That will show up on your desktop, which then you can edit using Photoshop, if you want too.

You can then change the file format from a PNG to either a .JPG or TIFF or even a Photoshop image.

Make sure, you have stopped the playback, to what you want to save as a still.

Either method works, to make a still image from video.