Yes, the updates work on US vehicles. I haven't had a chance to install UPD01006 yet. I just downloaded it, but the outside temp of 26F is not encouraging me to go outside and install it. I have previously installed UPD01004 whenever it came out, and UPD01005 last October.
You have to pass a VIN validation test before you can download the update. If your VIN doesn't pass the test then you can't get the update. I don't know if the VIN test is country-specific, X3-feature-specific, or both.
Applying these updates is documented in your Owner's Manual. See the section on CD/Multimedia, and specifically Software Update. The
www.bmw.com/update URL is referenced right there in the manual. Also in that section are the instructions for installing a software update using the USB port in the armrest, as well as instructions for restoring the previous version.