You have to modify your x-box hardware before you can install it. The modificaiton process is quite a pain. You basically have to replace the ROM chip with a flash ROM chip. Then you have to burn some sort of bootstrap program into it and then install some software to the X-Box harddrive that gives it some sort of interface to the software (called a COntrol Panel). Then you can install UAE. I'm not sure that I want to go to that effort. Besides the USB interfaces for the x-box are non-standard so it juse becomes more and more of a hassle to add stuff to it.
Interesting that they ported WinUAE though considering that the Windows OS isn't in the X-Box.