The X3, like all BMWs, has a battery rundown protection feature. If you leave a light or plugged in device on, the car will shut the power off after about 20 minutes. This prevents the battery from being completely depleted. Unless you have a more serious electrical failure, you should not be in danger of running the battery flat.
Having said that, it is always a good idea to know how to jump start your car and where the cable connection points are. A battery booster is also a good idea, especially when traveling.